The diminishing liquidity premium
Year of publication: |
2008
|
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Authors: | Ben-Rephael, Azi ; Kadan, Ohad ; Wohl, Avi |
Publisher: |
Frankfurt a. M. : Goethe University Frankfurt, Center for Financial Studies (CFS) |
Subject: | Börsenkurs | Kapitalertrag | Marktliquidität | USA | Liquidity | Illiquidity | Liquidity Premium | Stock Returns |
Series: | CFS Working Paper ; 2008/52 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 606205764 [GVK] hdl:10419/43207 [Handle] RePEc:zbw:cfswop:200852 [RePEc] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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