Incomplete information and the liquidity premium puzzle
Year of publication: |
2021
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Authors: | Chen, Yingshan ; Dai, Min ; Goncalves-Pinto, Luis ; Xu, Jing ; Yan, Cheng |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 67.2021, 9, p. 5703-5729
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Subject: | incomplete information | liquidity premia | regime shifts | transaction costs | Theorie | Theory | Unvollkommene Information | Incomplete information | Transaktionskosten | Transaction costs | Liquidität | Liquidity | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection |
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