Liquidity and conditional market returns : evidence from German exchange traded funds
Year of publication: |
December 2015
|
---|---|
Authors: | Czauderna, Katrin ; Riedel, Christoph ; Wagner, Niklas F. |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 51.2015, p. 454-459
|
Subject: | Market liquidity | Market illiquidity | Time-varying expected market returns | Illiquidity measures | Exchange traded funds | Liquidität | Liquidity | Kapitaleinkommen | Capital income | Deutschland | Germany | Schätzung | Estimation | Indexderivat | Index derivative | Marktliquidität | Aktienmarkt | Stock market | Handelsvolumen der Börse | Trading volume | Investmentfonds | Investment Fund |
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