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Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications
| Content Provider | Scilit |
|---|---|
| Author | Ruenzi, Stefan Ungeheuer, Michael Weigert, Florian |
| Copyright Year | 2020 |
| Description | Journal: Journal of Banking & Finance |
| Related Links | https://www.econstor.eu/bitstream/10419/214887/1/1692617370.pdf |
| ISSN | 03784266 |
| DOI | 10.1016/j.jbankfin.2020.105809 |
| Journal | Journal of Banking & Finance |
| Volume Number | 115 |
| Language | English |
| Publisher | Elsevier BV |
| Publisher Date | 2020-06-01 |
| Access Restriction | Open |
| Subject Keyword | Journal: Journal of Banking & Finance Asset Pricing Crash Aversion Downside Risk Liquidity Risk Tail Risk |
| Content Type | Text |
| Resource Type | Article |
| Subject | Finance Economics and Econometrics |