Is liquidity risk priced in partially segmented markets?
Ines Chaieb, Vihang R. Errunza, Hugues Langlois
| Year of publication: |
[2018]
|
|---|---|
| Authors: | Chaieb, Ines ; Errunza, Vihang R. ; Langlois, Hugues |
| Publisher: |
Jouy-en-Josas : HEC Paris |
| Subject: | International asset pricing | liquidity risk | transaction cost | emerging markets | market integration | Schwellenländer | Emerging economies | CAPM | Marktintegration | Market integration | Transaktionskosten | Transaction costs | Theorie | Theory | Marktsegmentierung | Market segmentation | Portfolio-Management | Portfolio selection | Liquidität | Liquidity | Internationaler Finanzmarkt | International financial market | Risikoprämie | Risk premium | Marktliquidität | Market liquidity |
| Extent: | 1 Online-Ressource (circa 54 Seiten) Illustrationen |
|---|---|
| Series: | HEC Paris research paper series. - Jouy-en-Josas, ZDB-ID 2394870-X. - Vol. no. FIN-1254 (2018) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Other identifiers: | 10.2139/ssrn.3103767 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012109789