Liquidity and Holding Periods: Evidence from Futures Markets
碩士 === 國立高雄第一科技大學 === 金融所 === 98 === The liquidity clientele effect proposed by Amihud and Mendelson (1986) asserts that assets with higher (lower) illiquidity will be held by investors with longer (shorter) holding periods. This study examines the relationship between illiquidity and holding period...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/09731046149263590380 |