Does Stock Liquidity Explain the Premium for Stock Price Momentum?
Year of publication: |
2014
|
---|---|
Authors: | NOVAK, Jiri |
Published in: |
Czech Journal of Economics and Finance (Finance a uver). - Institut ekonomických studií, ISSN 0015-1920. - Vol. 64.2014, 1, p. 79-95
|
Publisher: |
Institut ekonomických studií |
Subject: | asset pricing | momentum | liquidity | bid-ask spread | trading volume | stock turnover | cross-sectional multifactor models | stock returns | Sweden |
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