Investor Sentiment and Market-Wide Liquidity Pricing
Author:
Affiliation:
1. LEFA, IHEC, Carthage University
2. IHE Business School
Publisher
Informa UK Limited
Subject
Finance,Experimental and Cognitive Psychology
Link
https://www.tandfonline.com/doi/pdf/10.1080/15427560.2022.2100379
Reference65 articles.
1. Asset pricing with liquidity risk
2. Best of the Best: A Comparison of Factor Models
3. Illiquidity and stock returns: cross-section and time-series effects
4. The illiquidity premium: International evidence
5. Asset pricing and the bid-ask spread
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