Characteristic liquidity, systematic liquidity and expected returns
M. Reza Bradrania; Maurice Peat
| Year of publication: |
2014
|
|---|---|
| Authors: | Bradrania, M. Reza ; Peat, Maurice |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 33.2014, p. 78-98
|
| Subject: | Liquidity systematic risk | Liquidity characteristic | Liquidity-augmented CAPM | Liquidity | Liquidität | CAPM | Betriebliche Liquidität | Corporate liquidity | Marktliquidität | Market liquidity | Theorie | Theory | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Geld-Brief-Spanne | Bid-ask spread |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011299866