Is commonality in liquidity a priced risk factor? / A comunalidade na liquidez é um fator de risco precificável?
Purpose: Analyze if the commonality in liquidity is priced and its relation with the stock return in the Brazilian stock market. Originality/value: Due to the shortage of papers about the effects of commonality in liquidity in the Brazilian financial literature, this paper provides knowledge de...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | Spanish |
| Published: |
Universidade Presbiteriana Mackenzie
2020-04-01
|
| Series: | RAM. Revista de Administração Mackenzie |
| Subjects: | |
| Online Access: | https://www.scielo.br/j/ram/a/nKHLR4QzJGFzLF8fZXNDWHv/?lang=en# |