Time-varying liquidity risk and the cross section of stock returns
Year of publication: |
2008
|
---|---|
Authors: | Watanabe, Akiko ; Watanabe, Masahiro |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 21.2008, 6, p. 2449-2486
|
Subject: | Kapitaleinkommen | Capital income | Liquidität | Liquidity | Betafaktor | Beta risk | Risikoprämie | Risk premium | USA | United States | 1964-2003 |
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