Essa, Mohammad Sharik; Giouvris, Evangelos - In: Journal of risk and financial management : JRFM 13 (2020) 4/70, pp. 1-40
We examine the impact of oil price and oil price volatility on US illiquidity premiums (return on illiquid … sample and post-crisis period. Illiquidity premiums do not show any asymmetric responses to oil price changes but we do find …