Illiquidity premium and monetary conditions in emerging markets : an empirical examination of Taiwan stock markets
Year of publication: |
2020
|
---|---|
Authors: | Chen, Chia-Cheng ; Tai, Chia-Li ; Liu, Yi-Sheng |
Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 10.2020, 1, p. 109-117
|
Subject: | Illiquidity | illiquidity premium | monetary policy | asset pricing | Granger’s causality tests | Geldpolitik | Monetary policy | Taiwan | Liquidität | Liquidity | Schwellenländer | Emerging economies | CAPM | Aktienmarkt | Stock market | Risikoprämie | Risk premium | Marktliquidität | Market liquidity | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Kausalanalyse | Causality analysis |
-
Zaremba, Adam, (2021)
-
Do emerging stock markets offer an illiquidity premium for local or global investors?
Butt, Hilal Anwar, (2022)
-
Liquidity and the cross-section of international stock returns
Cakici, Nusret, (2021)
- More ...
-
Chen, Chia-Cheng, (2019)
-
Machine learning on stock price movement forecast : the sample of the Taiwan stock exchange
Huang, Chin-sheng, (2019)
-
Comparison of ICC and CCC for assessing agreement for data without and with replications
Chen, Chia-Cheng, (2008)
- More ...