Price delay premium and liquidity risk
Year of publication: |
2014
|
---|---|
Authors: | Lin, Ji-Chai ; Singh, Ajai K. ; Sun, Ping-Wen ; Yu, Wen |
Published in: |
Journal of Financial Markets. - Elsevier, ISSN 1386-4181. - Vol. 17.2014, C, p. 150-173
|
Publisher: |
Elsevier |
Subject: | Liquidity risk | Price delay premium | Investor recognition |
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