Higher-moment liquidity risks and the cross-section of stock returns
Soonho Kim, Haejung Na
| Year of publication: |
2018
|
|---|---|
| Authors: | Kim, Soonho ; Na, Haejung |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 38.2018, p. 39-59
|
| Subject: | Asset pricing | Higher-moment liquidity risks | Liquidity risk | Liquidität | Liquidity | Kapitaleinkommen | Capital income | Betriebliche Liquidität | Corporate liquidity | CAPM | Theorie | Theory | Portfolio-Management | Portfolio selection | Marktliquidität | Market liquidity | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.finmar.2017.10.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012001138