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The illiquidity premium : international evidence
Amihud, Yakov; Hameed, Allaudeen; Kang, Wenjin; Zhang, … - In: Journal of financial economics 117 (2015) 2, pp. 350-368
Persistent link: https://www.econbiz.de/10011480265
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The pricing of the illiquidity factor’s conditional risk with time-varying premium
Amihud, Yakov; Noh, Joonki - In: Journal of financial markets 56 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10013282487