The pricing of illiquidity as a characteristic and as risk
Yakov Amihud (NYU-Stern, USA), Haim Mendelson (Stanford University, USA)
| Year of publication: |
September/December 2015
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|---|---|
| Authors: | Amihud, Yakov ; Mendelson, Haim |
| Published in: |
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society. - Camden, NJ : [Verlag nicht ermittelbar], ISSN 1096-1879, ZDB-ID 1418550-7. - Vol. 19.2015, 3/4, p. 149-168
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| Subject: | liquidity | asset pricing | system risk | Amihud measure | Liquidität | Liquidity | CAPM | Theorie | Theory | Risikoprämie | Risk premium | Risiko | Risk | Systemrisiko | Systemic risk | Marktliquidität | Market liquidity | Börsenkurs | Share price |
| 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/10011434206