Liquidity in up and down markets for asset pricing : evidence from the Taiwan stock market
Yi-Cheng Shih, Xuan-Qi Su
| Year of publication: |
October 2016
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|---|---|
| Authors: | Shih, Yi-Cheng ; Su, Xuan-Qi |
| Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 2616683-5. - Vol. 45.2016, 5, p. 729-754
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| Subject: | Down markets | Asset pricing | Liquidity premium | Liquidity risk premium | Flight-to-liquidity | Liquidität | Liquidity | CAPM | Risikoprämie | Risk premium | Taiwan | Aktienmarkt | Stock market | Marktliquidität | Market liquidity | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/ajfs.12150 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011630781