Liquidity premium and the Corwin-Schultz bid-ask spread estimate
Xindong Zhang, Junxian Yang, Huimin Su and Shun Zhang
| Year of publication: |
2014
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|---|---|
| Authors: | Zhang, Xindong ; Yang, Junxian ; Su, Huimin ; Zhang, Shun |
| Published in: |
China finance review international. - Bingley : Emerald, ISSN 2044-1398, ZDB-ID 2681650-7. - Vol. 4.2014, 2, p. 168-186
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| Subject: | Liquidity premium | Asset pricing theory | Corwin-Schultz bid-ask spread estimate | Liquidity risk | Geld-Brief-Spanne | Bid-ask spread | Liquidität | Liquidity | Theorie | Theory | Risikoprämie | Risk premium | CAPM | Marktliquidität | Market liquidity | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011337798