The impact of liquidity on the cross section of equity returns on the Johannesburg Securities Exchange
JD Van Heerden, Paul Van Rensburg
| Year of publication: |
25 January 2016
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|---|---|
| Authors: | Van Heerden, JD ; Van Rensburg, Paul |
| Published in: |
Economics, management and financial markets. - New York, NY : Addleton Acad. Publ., ISSN 1938-212X, ZDB-ID 2270776-1. - Vol. 11.2016, 2, p. 59-86
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| Subject: | liquidity | cross section | equity returns | value | momentum | size | Kapitaleinkommen | Capital income | CAPM | Liquidität | Liquidity | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011814012