Liquidity risk and expected returns in China's stock market : a multidimensional liquidity approach
Liang Dong, Bo Yu, Zhenjiang Qin, Keith S. K. Lam
| Year of publication: |
2024
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|---|---|
| Authors: | Dong, Liang ; Yu, Bo ; Qin, Zhenjiang ; Lam, Keith |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 2165501-7. - Vol. 69.2024, Art.-No. 102247, p. 1-26
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| Subject: | Asymptotic principal component | China’s stock market | Flight-to-liquidity | Liquidity factor model | Market uncertainty | Multidimensional liquidity measure | China | Aktienmarkt | Stock market | Liquidität | Liquidity | CAPM | Marktliquidität | Market liquidity | Betriebliche Liquidität | Corporate liquidity | Risikoprämie | Risk premium |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2024.102247 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015052394