Low liquidity beta anomaly in China
Michael Frömmel, Xing Han, Youwei Li, Samuel A. Vigne
Year of publication: |
2022
|
---|---|
Authors: | Frömmel, Michael ; Han, Xing ; Li, Youwei ; Vigne, Samuel A. |
Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 50.2022, p. 1-17
|
Subject: | China | Asset pricing | Liquidity | Liquidity beta | Sentiment | Betafaktor | Beta risk | Liquidität | CAPM | Marktliquidität | Market liquidity | Börsenkurs | Share price |
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