Illiquidity Premium in the MILA
Author:
Affiliation:
1. Universidad Tecnica Federico Santa Maria, Valparaiso, Chile
2. Universidad Icesi, Cali, Colombia
3. EGADE Business School, ITESM, Mexico, Queretaro, Qro. Mexico
4. Universidad del Pacífico Research Center (CIUP), Lima, Peru
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/1540496X.2016.1220858
Reference29 articles.
1. Does PIN measure information? Informed trading effects on returns and liquidity in six emerging markets
2. Illiquidity and stock returns: cross-section and time-series effects
3. The illiquidity premium: International evidence
4. Asset pricing and the bid-ask spread
5. Liquidity biases in asset pricing tests☆
Cited by 6 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Evaluating asset pricing anomalies: Evidence from Latin America;Research in International Business and Finance;2024-06
2. Reporting quality, stock market integration, and investment efficiency in Latin America;Borsa Istanbul Review;2023-07
3. Do emerging stock markets offer an illiquidity premium for local or global investors?;The Quarterly Review of Economics and Finance;2022-11
4. Return and liquidity risk with indices based on free float in the Chilean stock exchange;Suma de Negocios;2022-01-29
5. Mercado Integrado Latinoamericano: diez años después de su creación. Un análisis bibliométrico para el periodo 2008-2021;Revista CEA;2022-01-20
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3