The effect of regime-switching transaction costs and cash dividends on liquidity premia
Year of publication: |
2024
|
---|---|
Authors: | Chae, Jiwon ; Jang, Bong-Gyu ; Kim, Taeyoon |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier Science, ISSN 1057-5219, ZDB-ID 2029229-6. - Vol. 93.2024, Art.-No. 103186, p. 1-13
|
Subject: | Dividend | Liquidity premium | Portfolio choice | Regime switch | Transaction cost |
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