Liquidity and expected returns : evidence from 1926 - 2008
Year of publication: |
2013
|
---|---|
Authors: | Baradarannia, M. Reza ; Peat, Maurice |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 29.2013, p. 10-23
|
Subject: | Liquidity | Asset pricing | Transaction costs | Effective spread | Transaktionskosten | Liquidität | Kapitaleinkommen | Capital income | Theorie | Theory | Marktliquidität | Market liquidity | Geld-Brief-Spanne | Bid-ask spread | Börsenkurs | Share price | CAPM | Risikoprämie | Risk premium | Wertpapierhandel | Securities trading |
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