Liquidity premium and the Corwin-Schultz bid-ask spread estimate
Year of publication: |
2014
|
---|---|
Authors: | Zhang, Xindong ; Yang, Junxian ; Su, Huimin ; Zhang, Shun |
Published in: |
China finance review international. - Bingley : Emerald, ISSN 2044-1398, ZDB-ID 2681650-7. - Vol. 4.2014, 2, p. 168-186
|
Subject: | Liquidity premium | Asset pricing theory | Corwin-Schultz bid-ask spread estimate | Liquidity risk | Geld-Brief-Spanne | Bid-ask spread | Liquidität | Liquidity | Risikoprämie | Risk premium | CAPM | Theorie | Theory | Marktliquidität | Market liquidity |
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