Why is the Amihud (2002) measure priced in Taiwan : Illiquidity or mispricing?
Year of publication: |
2023
|
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Authors: | Lin, Chaonan ; Ko, Kuan-Cheng ; Lu, Chien-Lin |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 79.2023, p. 1-17
|
Subject: | Cross-section of stock returns | Illiquidity | Mispricing | Taiwan stock market | Taiwan | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Börsenkurs | Share price | CAPM | Liquidität | Liquidity |
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