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Search: subject:"Illiquidity premium"
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Liquidity
19
Liquidität
19
Risikoprämie
18
Risk premium
18
Market liquidity
15
Marktliquidität
15
Capital income
14
Kapitaleinkommen
14
illiquidity premium
13
CAPM
12
Illiquidity premium
12
Aktienmarkt
10
Stock market
10
Theorie
9
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9
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8
Estimation
8
Schätzung
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Emerging economies
3
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China
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International markets
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Kapitalmarktrendite
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Market-wide liquidity
2
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2
Polen
2
Risiko
2
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Article
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English
26
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Chen, Suikang
3
Gniadkowska-Szymańska, Agata
3
Leung, Charles Ka Yui
3
Ng, Joe Cho Yiu
3
Zaremba, Adam
3
Cakici, Nusret
2
Jang, Jeewon
2
Kang, Jangkoo
2
Lee, Changjun
2
Márquez, Elena
2
Nieto, Belén
2
Rubio, Gonzalo
2
Ahmed, Sheraz
1
Amihud, Yakov
1
Blau, Benjamin
1
Butt, Hilal Anwar
1
Chang, Chuang-chang
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Chen, Chia-Cheng
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Chung, Kee H.
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Demirer, Rıza
1
Doménech, Belén Nieto
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Griffith, Todd
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Kang, Wenjin
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Kim, Jinyong
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Lin, Zih-Ying
1
Liu, Jun
1
Liu, Yi-Sheng
1
Lyu, Tongtong
1
Meng, Yu Ben
1
Márquez De la Cruz, Elena
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Instituto Valenciano de Investigaciones Económicas (IVIE)
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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Journal of banking & finance
2
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2
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
24
RePEc
3
EconStor
2
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1
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10
of
29
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date (oldest first)
1
Corporate real estate holding and stock returns: International evidence from listed companies
Ng, Joe Cho Yiu
;
Leung, Charles Ka Yui
;
Chen, Suikang
-
2022
-crisis period. This finding is compatible with the "
illiquidity
premium
" theory. However, the association becomes inconclusive in …
Persistent link: https://www.econbiz.de/10013349601
Saved in:
2
Corporate real estate holding and stock returns : international evidence from listed companies
Ng, Joe Cho Yiu
;
Leung, Charles Ka Yui
;
Chen, Suikang
-
2022
-
This version: January 2022
-crisis period. This finding is compatible with the "
illiquidity
premium
" theory. However, the association becomes inconclusive in …
Persistent link: https://www.econbiz.de/10012880062
Saved in:
3
Corporate real estate holding and stock returns : testing alternative theories with international listed firms
Ng, Joe Cho Yiu
;
Leung, Charles Ka Yui
;
Chen, Suikang
- In:
The journal of real estate finance and economics
68
(
2024
)
1
,
pp. 74-102
Persistent link: https://www.econbiz.de/10014494178
Saved in:
4
Which stock price component drives the Amihud
illiquidity
premium
?
Kim, Jinyong
;
Kim, Yongsik
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014246958
Saved in:
5
How is illiquidity priced in the Chinese stock market?
Liu, Jun
;
Wu, Kai
;
Jiang, Fuwei
;
Shen, Zhiqi
- In:
Accounting and finance
63
(
2023
),
pp. 1285-1320
Persistent link: https://www.econbiz.de/10014301920
Saved in:
6
Effect of high-frequency trading on mutual fund performance
Qin, Nan
;
Singal, Vijay
- In:
The financial review : the official publication of the …
58
(
2023
)
2
,
pp. 369-394
Persistent link: https://www.econbiz.de/10014305803
Saved in:
7
Illiquidity
premium
and monetary conditions in emerging markets : an empirical examination of Taiwan stock markets
Chen, Chia-Cheng
;
Tai, Chia-Li
;
Liu, Yi-Sheng
- In:
International journal of economics and financial issues …
10
(
2020
)
1
,
pp. 109-117
Persistent link: https://www.econbiz.de/10012151235
Saved in:
8
Do emerging stock markets offer an
illiquidity
premium
for local or global investors?
Butt, Hilal Anwar
;
Demirer, Rıza
;
Sadaqat, Mohsin
; …
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 502-515
Persistent link: https://www.econbiz.de/10014249181
Saved in:
9
China's
illiquidity
premium
: due to risk-taking or mispricing?
Su, Zhi
;
Lyu, Tongtong
;
Yin, Libo
- In:
Pacific-Basin finance journal
76
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013552664
Saved in:
10
Liquidity and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of banking & finance
127
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012820574
Saved in:
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