Aggregate liquidity premium and cross-sectional returns : evidence from China
Cunfei Liao, Qianlin Luo, Guohao Tang
| Year of publication: |
2021
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|---|---|
| Authors: | Liao, Cunfei ; Luo, Qianlin ; Tang, Guohao |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 104.2021, p. 1-12
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| Subject: | Aggregate liquidity premium | Information aggregation | Mispricing | New-factor model | Partial least squares | China | Kapitaleinkommen | Capital income | Theorie | Theory | Liquidität | Liquidity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2021.105645 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013164202