Pricing of liquidity risk : new evidence from the Latin American emerging stock markets
Year of publication: |
2022
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Authors: | Carvalho, Gabriel Augusto de ; Amaral, Hudson Fernandes ; Pinheiro, Juliano Lima ; Correia, Laise Ferraz |
Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 58.2022, 2, p. 398-416
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Subject: | asset pricing | emerging markets | Fama-French five-factor model | Stock liquidity | Schwellenländer | Emerging economies | Aktienmarkt | Stock market | CAPM | Lateinamerika | Latin America | Liquidität | Liquidity | Schätzung | Estimation | Börsenkurs | Share price |
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