Liquidity and expected returns : evidence from 1926 - 2008
M. Reza Baradarannia; Maurice Peat
| Year of publication: |
2013
|
|---|---|
| Authors: | Baradarannia, M. Reza ; Peat, Maurice |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 29.2013, p. 10-23
|
| Subject: | Liquidity | Asset pricing | Transaction costs | Effective spread | Transaktionskosten | Liquidität | Kapitaleinkommen | Capital income | CAPM | Börsenkurs | Share price | Theorie | Theory | Risikoprämie | Risk premium | Marktliquidität | Market liquidity | Geld-Brief-Spanne | Bid-ask spread |
| Extent: | graph. Darst. |
|---|---|
| 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/10010244145