Reversal returns and expected returns from liquidity provision : evidence from emerging markets
Year of publication: |
2021
|
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Authors: | Butt, Hilal Anwar ; Högholm, Kenneth ; Sadaqat, Mohsin |
Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 59.2021, p. 1-24
|
Subject: | Asset pricing models | Emerging markets | Investor participation | Market distress | Reversal profits | Schwellenländer | Emerging economies | Kapitaleinkommen | Capital income | CAPM | Schätzung | Estimation | Anlageverhalten | Behavioural finance | Aktienmarkt | Stock market |
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