Liquidity skewness premium
Year of publication: |
2018
|
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Authors: | Jeong, Giho ; Kang, Jangkoo ; Kwon, Kyungyoon |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 46.2018, p. 130-150
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Subject: | Asset pricing | Extreme liquidity risk | Liquidity premium | Liquidity skewness | Liquidität | Liquidity | Theorie | Theory | Risikoprämie | Risk premium | CAPM | Marktliquidität | Market liquidity | Betriebliche Liquidität | Corporate liquidity |
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