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Liquidity impact on assets pricing in the context of Fama and French model
Haddad, Ghlama; Hellara, Slaheddine - In: International journal of financial innovation in … 2 (2019) 4, pp. 355-374
Persistent link: https://www.econbiz.de/10012256897
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Essays on liquidity under-supply and emerging market bond closures
Fostel, Ana - 2005
Persistent link: https://www.econbiz.de/10003905317
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Liquidity and expected returns : lessons from emerging markets
Bekaert, Geert; Harvey, Campbell R.; Lundblad, Christian - In: The review of financial studies 20 (2007) 6, pp. 1783-1831
Persistent link: https://www.econbiz.de/10003621249
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Liquidity and expected returns : lessons from emerging markets
Bekaert, Geert; Harvey, Campbell R.; Lundblad, Christian - 2006
Persistent link: https://www.econbiz.de/10003395337
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Do asset pricing models explain size, and liquidity effects? : the case of an emerging stock market
Dash, Saumya Ranjan; Mahakud, Jitendra - In: Journal of emerging market finance 13 (2014) 3, pp. 217-251
Persistent link: https://www.econbiz.de/10010492038
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Liquidity and expected returns : lessons from emerging markets
Bekaert, Geert; Harvey, Campbell R.; Lundblad, Christian - 2005
Persistent link: https://www.econbiz.de/10002932418
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Liquidity and Expected Returns : Lessons From Emerging Markets
Bekaert, Geert - 2005
Given the cross-sectional and temporal variation in their liquidity, emerging equity markets provide an ideal setting … to examine the impact of liquidity on expected returns. Our main liquidity measure is a transformation of the proportion … of zero daily firm returns, averaged over the month. We find that our liquidity measures significantly predict future …
Persistent link: https://www.econbiz.de/10012467266
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The Capital Asset Pricing Model and Fama-French Three Factor Model in an emerging market environment
Karp, Adam; Van Vuuren, Gary - In: International business and economics research journal 16 (2017) 4, pp. 231-255
Persistent link: https://www.econbiz.de/10011965141
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Liquidity and return relationships in an emerging market
Batten, Jonathan A.; Xuan Vinh Vo - In: Emerging markets finance & trade : a journal of the … 50 (2014) 1, pp. 5-21
Persistent link: https://www.econbiz.de/10010402615
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Liquidity-augmented performance evaluation of Thai's mutual funds
Suppa-Aim, Teerapan; Jelic, Ranko; Theobald, Michael - In: Investment management and financial innovations 11 (2014) 2, pp. 28-37
Persistent link: https://www.econbiz.de/10010392849