Stock returns with consumption and illiquidity risks
Elena Márquez; Belén Nieto; Gonzalo Rubio
| Year of publication: |
2014
|
|---|---|
| Authors: | Márquez De la Cruz, Elena ; Nieto, Belén ; Rubio, Gonzalo |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 29.2014, p. 57-74
|
| Subject: | Stochastic discount factor | Ultimate consumption risk | Market-wide liquidity | Illiquidity premium | CAPM | Liquidität | Liquidity | Kapitaleinkommen | Capital income | Theorie | Theory | Risikoprämie | Risk premium | Risiko | Risk | Diskontierung | Discounting | Portfolio-Management | Portfolio selection | Marktliquidität | Market liquidity | Schätzung | Estimation | Privater Konsum | Private consumption |
| 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/10010431504