Liquidity risk and expected stock returns in Korea : a new approach
Jeewon Jang; Jangkoo Kang; Changjun Lee
| Year of publication: |
2012
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|---|---|
| Authors: | Jang, Jeewon ; Kang, Jangkoo ; Lee, Changjun |
| Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 2616683-5. - Vol. 41.2012, 6, p. 704-738
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| Subject: | Asset pricing | Liquidity premium | Liquidity factor | Size effect | Value effect | Liquidität | Liquidity | CAPM | Kapitaleinkommen | Capital income | Südkorea | South Korea | Risikoprämie | Risk premium | Börsenkurs | Share price | Theorie | Theory | Portfolio-Management | Portfolio selection |
| 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/10009705219