Showing 1 - 10 of 561
Persistent link: https://www.econbiz.de/10003800231
Persistent link: https://www.econbiz.de/10003213401
Persistent link: https://www.econbiz.de/10010460931
Persistent link: https://www.econbiz.de/10010402685
Persistent link: https://www.econbiz.de/10010399454
Persistent link: https://www.econbiz.de/10003538094
In this article we examine whether the traditional characteristic liquidity premium can be explained by market … liquidity risk. We find that after adjusting for Pastor and Stambaugh market liquidity factor, the level of traditional … liquidity remains priced. Also, consistent with previous studies on market liquidity and asset pricing, we do not find stock …
Persistent link: https://www.econbiz.de/10003856654
Persistent link: https://www.econbiz.de/10009010297
Persistent link: https://www.econbiz.de/10009719020
Persistent link: https://www.econbiz.de/10003760233