Liquidity Risk Premium of the Real Estate Stock Market:A multi-country analysis
碩士 === 國立臺灣大學 === 財務金融學研究所 === 93 === Liquidity risk premium indicates that investors will require higher expected returns for assets with larger liquidity risks. With an efficient market and according to asset pricing theory, stock returns should depend on their exposure to state risk factors, whic...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/69240062311408389065 |