Research on the premium for the joint lower-tail risk of liquidity and investor sentiment
Yuting Hou, Xiu Jin and Wei-Qiang Huang
| Year of publication: |
2023
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| Authors: | Hou, Yuting ; Jin, Xiu ; Huang, Wei-Qiang |
| Published in: |
Journal of risk : JOR. - London : Infopro Digital Risk, ISSN 1755-2842, ZDB-ID 2091446-5. - Vol. 26.2023, 1, p. 47-75
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| Subject: | extreme downside liquidity | investor sentiment | liquidity premium | extreme negative sentiment | joint lower-tail risk premium | Risikoprämie | Risk premium | Anlageverhalten | Behavioural finance | Liquidität | Liquidity | Theorie | Theory | Kapitaleinkommen | Capital income | Marktliquidität | Market liquidity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOR.2023.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014487280