Is illiquidity priced in an international factor pricing model? : a dynamic panel data application with robust IV
François-Eric Racicot, William F. Rentz, Raymond Théoret
| Year of publication: |
2025
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|---|---|
| Authors: | Racicot, François-Éric ; Rentz, William F. ; Théoret, Raymond |
| Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 30.2025, 1, p. 282-314
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| Subject: | dynamic panel model | illiquidity | international Fama–French factors | robust IV-GMM | specification/endogeneity issues | Panel | Panel study | Theorie | Theory | CAPM | Robustes Verfahren | Robust statistics | Schätzung | Estimation | Momentenmethode | Method of moments |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2919 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015337872