Liquidity and the cross-section of international stock returns
Nusret Cakici, Adam Zaremba
| Year of publication: |
2021
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|---|---|
| Authors: | Cakici, Nusret ; Zaremba, Adam |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 127.2021, p. 1-13
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| Subject: | Illiquidity premium | Liquidity effect | International markets | Microcaps | Amihud's measure | Turnover ratio | Bid-ask spread | Zero-return days | Asset pricing | Return predictability | Liquidität | Liquidity | Kapitaleinkommen | Capital income | Geld-Brief-Spanne | CAPM | Risikoprämie | Risk premium | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Marktliquidität | Market liquidity | Schätzung | Estimation | Liquiditätseffekt |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2021.106123 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012820574