State-dependent variations in the expected illiquidity premium
Jeewon Jang, Jangkoo Kang, and Changjun Lee
| Year of publication: |
October 2017
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|---|---|
| Authors: | Jang, Jeewon ; Kang, Jangkoo ; Lee, Changjun |
| Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 2145284-2. - Vol. 21.2017, 6, p. 2277-2314
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| Subject: | Illiquidity premium | Markov switching model | Economic states | Stock market liquidity | Business cycle | Liquidität | Liquidity | Markov-Kette | Markov chain | Aktienmarkt | Stock market | Theorie | Theory | Konjunktur | Schätzung | Estimation | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Marktliquidität | Market liquidity | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rof/rfw053 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011804715