Illiquidity exposure of size and value in Malaysian equity returns
Mohamad Jais (University of Malaysia Sarawak), Chandana Gunathilaka (University of Sri Jayewardenepura)
| Year of publication: |
2016
|
|---|---|
| Authors: | Jais, Mohamad ; Chandana Gunathilaka |
| Published in: |
The international journal of business and finance research : IJBFR. - Hilo, Hawaii : IBFR, ISSN 1931-0269, ZDB-ID 2536566-6. - Vol. 10.2016, 2, p. 81-90
|
| Subject: | Illiquidity | Pricing | Risk Factors | Malaysia | CAPM | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection | Risiko | Risk | Liquidität | Liquidity | Marktliquidität | Market 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/10011488096