Liquidity commonality and pricing in UK equities
Year of publication: |
2015
|
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Authors: | Foran, Jason ; Hutchinson, Mark ; O'Sullivan, Niall |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 34.2015, p. 281-293
|
Subject: | Liquidity pricing | Liquidity risk | Commonality | Liquidität | Liquidity | Marktliquidität | Market liquidity | Theorie | Theory | Geld-Brief-Spanne | Bid-ask spread | Börsenkurs | Share price | Betriebliche Liquidität | Corporate liquidity | Aktienmarkt | Stock market | CAPM | Portfolio-Management | Portfolio selection |
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