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ArticleThe illiquidity premium: International evidence

Yakov Amihud A2015

Article2015

The illiquidity premium: International evidence

Yakov Amihud A · Allaudeen Hameed · Wenjin Kang · Huiping Zhang

389 citations·0/0 files stored·Journal of Financial Economics

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Financial Markets and Investment Strategies Corporate Finance and Governance Financial Risk and Volatility Modeling

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References

1993Common risk factors in the returns on stocks and bonds 1992The Cross-Section of Expected Stock Returns 1973Risk, Return, and Equilibrium: Empirical Tests 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 2002Illiquidity and stock returns: cross-section and time-series effects 1985Continuous Auctions and Insider Trading 2003Liquidity Risk and Expected Stock Returns 1986Asset pricing and the bid-ask spread

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Year2015

Typearticle

Published2015-04-17

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations389

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jfineco.2015.04.005

openalex_workW3123979702

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