Estimating performance aspects of Greek equity funds with a liquidity-augmented factor model
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/09603107.2012.741779
Reference53 articles.
1. Asset pricing with liquidity risk
2. Illiquidity and stock returns: cross-section and time-series effects
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4. Liquidity and Asset Prices
5. Testing for persistence in mutual fund performance and the ex-post verification problem: evidence from the Greek market
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