Market volatility and stock returns : the role of liquidity providers
Year of publication: |
2018
|
---|---|
Authors: | Chung, Kee H. ; Chuwonganant, Chairat |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 37.2018, p. 17-34
|
Subject: | Illiquidity premium | Market structure | Risk premium | VIX | Risikoprämie | Liquidität | Liquidity | Kapitaleinkommen | Capital income | Volatilität | Volatility | Theorie | Theory | Börsenkurs | Share price | CAPM | Marktstruktur |
-
Economic policy uncertainty and illiquidity return premium
Hsieh, Hui-Ching, (2021)
-
Pricing of time-varying liquidity risk in Finnish stock market : new evidence
Ahmed, Sheraz, (2019)
-
Volatility, distress risk, and the cross-section of portfolio returns
Sabbaghi, Omid, (2015)
- More ...
-
The dynamics of quote adjustments
Chung, Kee H., (2008)
-
Quote-based competition, market share, and execution quality in NASDAQ-listed securities
Chung, Kee H., (2007)
-
Transparency and market quality : evidence from supermontage
Chung, Kee H., (2009)
- More ...