The Components of the Illiquidity Premium : An Empirical Analysis of U.S. Stocks 1927-2010
Year of publication: |
2013
|
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Authors: | Hagströmer, Björn |
Other Persons: | Hansson, Bjorn (contributor) ; Nilsson, Birger (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | USA | United States | Aktienmarkt | Stock market | Liquidität | Liquidity |
Extent: | 1 Online-Ressource (51 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Banking and Finance, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 10, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.1913880 [DOI] |
Classification: | G12 - Asset Pricing ; G11 - Portfolio Choice ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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