Liquidity costs, idiosyncratic volatility and expected stock returns
Year of publication: |
December 2015
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Authors: | Bradrania, M. Reza ; Peat, Maurice ; Satchell, Stephen |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 42.2015, p. 394-406
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Subject: | Liquidity | Asset pricing | Idiosyncratic volatility | Expected returns | Volatilität | Volatility | Kapitaleinkommen | Capital income | CAPM | Liquidität | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | Risikoprämie | Risk premium |
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