Sources of liquidity premium : risk or mispricing?
Pin-Huang Chou, Kuan-Cheng Ko, and K.C. John Wei
| Year of publication: |
2024
|
|---|---|
| Authors: | Chou, Pin-huang ; Ko, Kuan-Cheng ; Wei, K. C. John |
| Published in: |
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 3. - New Jersey : World Scientific, ISBN 978-981-12-6324-8. - 2024, p. 2051-2088
|
| Subject: | Liquidity | Factor model | Characteristic-based model | Risks | Mispricing | Liquidität | CAPM | Risiko | Risk | Kapitalmarkttheorie | Financial economics | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1142/9789811269943_0065 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015047456