Work

Aggregate liquidity premium and cross-sectional returns: Evidence from China

Year: 2021

Type: article

Source: Economic Modelling

DOI: 10.1016/j.econmod.2021.105645

Authors: Cunfei Liao, Qianlin Luo, Guohao Tang

Institution: Hunan University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: National Natural Science Foundation of China, Natural Science Foundation of Hunan Province

OpenAlex ID: W3200426715

FWCI: 2.324

Cites: 44

Cited by: 16

Related to: 10