Liquidity Shocks and Premium of Volatility
Stock returns are negatively affected by liquidity volatility across international markets, with high liquidity volatility leading to significant liquidity decreases and lower average returns.
Featured in No. 18 on 4 Oct 2023 ·
- Released
- 27 Mar 2023
- First featured
- No. 18 · 4 Oct 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4589930
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