Momentum profits and time varying illiquidity effect
Hilal Anwar Butt, Nader Shahzad Virk
| Year of publication: |
February 2017
|
|---|---|
| Authors: | Butt, Hilal Anwar ; Shahzad, Naveed |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 20.2017, p. 253-259
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| Subject: | Momentum strategy | Systematic illiquidity risk | Supplying liquidity | Time varying exposures | Liquidität | Liquidity | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2016.10.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011806942