Is illiquidity risk priced? : the case of the Polish medium-size emerging stock market
Joanna Olbryś
| Year of publication: |
2014
|
|---|---|
| Authors: | Olbryś, Joanna |
| Published in: |
Bank i kredyt. - Warszawa, ISSN 0137-5520, ZDB-ID 2374691-9. - Vol. 45.2014, 6, p. 513-535
|
| Subject: | asset pricing | illiquidity risk | commonality in liquidity | LCAPM | Polish stock market | Polen | Poland | Aktienmarkt | Stock market | CAPM | Liquidität | Liquidity | Börsenkurs | Share price | Marktliquidität | Market liquidity | Risikoprämie | Risk premium | Risiko | Risk |
| 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/10010481215