Liquidity shocks and the negative premium of liquidity volatility around the world
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DOI: 10.1016/j.jimonfin.2023.102966
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More about this item
Keywords
Stock return; Liquidity volatility; Liquidity decrease; International equity market; Return predictability;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
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