Liquidity and asset prices : an empirical investigation of the nordic stock markets
Year of publication: |
2015
|
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Authors: | Butt, Hilal Anwar ; Virk, Nader Shahzad |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 21.2015, 4, p. 672-705
|
Subject: | Asset-pricing model | illiquidity effect | predicted factor risk premium | model betas | Risikoprämie | Risk premium | CAPM | Aktienmarkt | Stock market | Liquidität | Liquidity | Börsenkurs | Share price | Theorie | Theory | Nordeuropa | Northern Europe | Prognoseverfahren | Forecasting model | Finanzmarkt | Financial market | Marktliquidität | Market liquidity |
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