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Journal articles
Market pricing of liquidity risk: evidence from China
Abstract : The purpose of this paper is to investigate whether liquidity risk (i.e. the returns’ vulnerability to the unexpected changes in overall market liquidity) is a priced risk factor in China. Moreover, it investigates the potential role of a stock’s information quality in reducing its liquidity risk during the period of post-non-tradable shares reforms in China.
https://hal-rennes-sb.archives-ouvertes.fr/hal-02463088
Contributor : Steven Gouin Connect in order to contact the contributor
Submitted on : Friday, January 31, 2020 - 4:48:24 PM
Last modification on : Tuesday, December 8, 2020 - 3:18:02 PM
Contributor : Steven Gouin Connect in order to contact the contributor
Submitted on : Friday, January 31, 2020 - 4:48:24 PM
Last modification on : Tuesday, December 8, 2020 - 3:18:02 PM