Stock prices, changes in liquidity, and liquidity premia
Year of publication: |
2022
|
---|---|
Authors: | Lee, Hyun-Tak ; Lee, Bong-soo ; Jang, Bong-Gyu |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 48.2022, p. 1-7
|
Subject: | Asset pricing | Liquidity premium | Present value | VAR | Theorie | Theory | Börsenkurs | Share price | Liquidität | Liquidity | Risikoprämie | Risk premium | Marktliquidität | Market liquidity | CAPM | VAR-Modell | VAR model |
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