Is illiquidity risk priced? : the case of the Polish medium-size emerging stock market
Year of publication: |
2014
|
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Authors: | Olbryś, Joanna |
Published in: |
Bank i kredyt. - Warszawa, ISSN 0137-5520, ZDB-ID 2374691-9. - Vol. 45.2014, 6, p. 513-535
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Subject: | asset pricing | illiquidity risk | commonality in liquidity | LCAPM | Polish stock market | Polen | Poland | Aktienmarkt | Stock market | Liquidität | Liquidity | CAPM | Börsenkurs | Share price | Risikoprämie | Risk premium | Risiko | Risk | Marktliquidität | Market liquidity |
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