How do volatility regimes affect the pricing of quality and liquidity in the stock market?
Tarik Bazgour/Cedric Heuchenne/Georges Hübner/Danielle Sougné
| Year of publication: |
2021
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|---|---|
| Authors: | Bazgour, Tarik ; Heuchenne, Cedric ; Hübner, Georges ; Sougné, Danielle |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 25.2021, 1, p. 1-17
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| Subject: | financial crises | liquidity | liquidity risk | quality | volatility regimes | Volatilität | Volatility | Liquidität | Liquidity | Finanzkrise | Financial crisis | Marktliquidität | Market liquidity | Aktienmarkt | Stock market |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2018-0127 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012437837