Liquidity components : commonality in liquidity, underreaction, and equity returns
Year of publication: |
2022
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Authors: | Ince, Baris |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 60.2022, p. 1-19
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Subject: | Illiquidity | Idiosyncratic liquidity | Commonality in liquidity | Underreaction | Cross-section of returns | Liquidität | Liquidity | Kapitaleinkommen | Capital income | Marktliquidität | Market liquidity | Betriebliche Liquidität | Corporate liquidity | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikoprämie | Risk premium | Geld-Brief-Spanne | Bid-ask spread | Kapitalmarktrendite | Capital market returns |
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