The components of the illiquidity premium : an empirical analysis of US stocks ; 1927 - 2010
Year of publication: |
2013
|
---|---|
Authors: | Hagströmer, Björn ; Hansson, Björn A. ; Nilsson, Birger |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 11, p. 4476-4487
|
Subject: | Illiquidity level premium | Illiquidity risk premium | Conditional LCAPM | Effective tick | Risikoprämie | Risk premium | Liquidität | Liquidity | USA | United States | CAPM | Marktliquidität | Market liquidity |
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