The effect of regime-switching transaction costs and cash dividends on liquidity premia
Jiwon Chae, Bong-Gyu Jang, Taeyoon Kim
| Year of publication: |
2024
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|---|---|
| Authors: | Chae, Jiwon ; Jang, Bong-Gyu ; Kim, Taeyoon |
| Subject: | Dividend | Liquidity premium | Portfolio choice | Regime switch | Transaction cost | Transaktionskosten | Transaction costs | Dividende | Portfolio-Management | Portfolio selection | Theorie | Theory | Liquidität | Liquidity | Betriebliche Liquidität | Corporate liquidity | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2024.103186 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014543498