The components of the illiquidity premium: An empirical analysis of US stocks 1927–2010
- 期刊名称Journal of Banking & Finance
- 作者Hagströmer, Björn; Hansson, Björn; Nilsson, Birger
- 卷第37卷
- 期第11期
- 印刷ISSN0378-4266
- 文件大小1388.31KB
- 发表时间2013-11
- DOI10.1016/j.jbankfin.2013.01.029
- 页码4476-4487
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