Time-varying liquidity and momentum profits
Year of publication: |
December 2016
|
---|---|
Authors: | Avramov, Doron ; Cheng, Si ; Hameed, Allaudeen |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 51.2016, 6, p. 1897-1923
|
Subject: | Marktliquidität | Market liquidity | Kapitalmarktrendite | Capital market returns | Arbitrage | USA | United States | 1928-2011 |
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