| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 963373 | Journal of International Financial Markets, Institutions and Money | 2013 | 14 Pages |
Abstract
⺠We propose a new non-parametric method for estimating stock liquidity betas. ⺠We provide evidence that liquidity risk is a factor priced in the Greek market. ⺠The level of liquidity seems to be an irrelevant variable in asset pricing.
Keywords
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Vassilios G. Papavassiliou,