Pricing of liquidity risks : evidence from multiple liquidity measures
Soon-Ho Kim, Kuan-Hui Lee
| Year of publication: |
2014
|
|---|---|
| Authors: | Kim, Soon-Ho ; Lee, Kuan-Hui |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 25.2014, p. 112-133
|
| Subject: | Liquidity | Liquidity-adjusted capital asset pricing model | Liquidity measure | Principal component analysis | Liquidität | CAPM | Marktliquidität | Market liquidity | Betriebliche Liquidität | Corporate liquidity | Messung | Measurement | Portfolio-Management | Portfolio selection | Schätzung | Estimation |
| Extent: | graph. Darst |
|---|---|
| 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/10010462050