The illiquidity premium : international evidence
Year of publication: |
August 2015
|
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Authors: | Amihud, Yakov ; Hameed, Allaudeen ; Kang, Wenjin ; Zhang, Huiping |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 117.2015, 2, p. 350-368
|
Subject: | Illiquidity premium | International markets | Commonality in illiquidity premium | Liquidität | Liquidity | Risikoprämie | Risk premium | CAPM | Marktliquidität | Market liquidity |
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