Pricing Liquidity in the Stock Market (Q5139568)
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scientific article; zbMATH DE number 7283333
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Liquidity in the Stock Market |
scientific article; zbMATH DE number 7283333 |
Statements
Pricing Liquidity in the Stock Market (English)
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9 December 2020
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stock market liquidity
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liquidity shocks
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money market liquidity premium
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cross-section of stock returns
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time series regression
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Fama and French factor models
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size
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book-to-market
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momentum
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operating profitability
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investment
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industry portfolios
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