Does stock liquidity explain the premium for stock price momentum?
Jiři Novák
| Year of publication: |
2014
|
|---|---|
| Authors: | Novák, Jiri |
| Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 64.2014, 1, p. 79-95
|
| Subject: | asset pricing | momentum | liquidity | bid-ask spread | trading volume | stock turnover | cross-sectional multifactor models | stock returns | Sweden | Börsenkurs | Share price | Kapitaleinkommen | Capital income | CAPM | Geld-Brief-Spanne | Bid-ask spread | Handelsvolumen der Börse | Trading volume | Schweden | Aktienmarkt | Stock market | Liquidität | Liquidity | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Risikoprämie | Risk premium |
| 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/10010245254