The components of the illiquidity premium : an empirical analysis of US stocks ; 1927 - 2010
Björn Hagströmer; Björn Hansson; Birger Nilsson
| Year of publication: |
2013
|
|---|---|
| Authors: | Hagströmer, Björn ; Hansson, Björn A. ; Nilsson, Birger |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 11, p. 4476-4487
|
| Subject: | Illiquidity level premium | Illiquidity risk premium | Conditional LCAPM | Effective tick | Risikoprämie | Risk premium | USA | United States | CAPM | Liquidität | Liquidity | Marktliquidität | Market liquidity | Aktienmarkt | Stock market | Börsenkurs | Share price |
| 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/10010246984