Illiquidity and factor returns : exploring the intersection between illiquidity/small cap and popular factors
Jason C. Hsu and Vivek Viswanathan
| Year of publication: |
2018
|
|---|---|
| Authors: | Hsu, Jason C. ; Viswanathan, Vivek |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 16.2018, 4, p. 4-16
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| Subject: | Illiquidity premium | factor returns | risk premium | limits to arbitrage | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | CAPM | Arbitrage | Theorie | Theory | Kapitalmarktrendite | Capital market returns | Portfolio-Management | Portfolio selection | Liquidität | Liquidity |
| 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/10011961002