Is liquidity risk priced in partially segmented markets?
Year of publication: |
[2018]
|
---|---|
Authors: | Chaieb, Ines ; Errunza, Vihang R. ; Langlois, Hugues |
Publisher: |
Geneva : Swiss Finance Institute |
Subject: | International asset pricing | liquidity level | liquidity risk | transaction cost | emerging markets | market integration | Schwellenländer | Emerging economies | CAPM | Liquidität | Liquidity | Transaktionskosten | Transaction costs | Theorie | Theory | Marktintegration | Market integration | Portfolio-Management | Portfolio selection | Marktsegmentierung | Market segmentation | Marktliquidität | Market liquidity | Betriebliche Liquidität | Corporate liquidity | Risikoprämie | Risk premium |
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