China's illiquidity premium : due to risk-taking or mispricing?
Zhi Su, Tongtong Lyu, Libo Yin
Year of publication: |
2022
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Authors: | Su, Zhi ; Lyu, Tongtong ; Yin, Libo |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 76.2022, p. 1-19
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Subject: | Illiquidity premium | Mispricing | Risk | Sentiment | China | Risikoprämie | Risk premium | Liquidität | Liquidity | CAPM | Kapitalmarktrendite | Capital market returns |
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