Index revisions, systematic liquidity risk and the cost of equity capital
Year of publication: |
2014
|
---|---|
Authors: | Mazouz, Khelifa ; Daya, Wael ; Yin, Shuxing |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 33.2014, p. 283-298
|
Subject: | FTSE 100 index revision | Stock liquidity | Liquidity risk premium | Cost capital | Kapitalkosten | Cost of capital | Risikoprämie | Risk premium | CAPM | Marktliquidität | Market liquidity | Liquidität | Liquidity | Aktienindex | Stock index | Betriebliche Liquidität | Corporate liquidity | Eigenkapital | Equity capital |
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