A Review of the Return-Illiquidity Relationship (Critical Finance Review forthcoming)

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When last checked on September 8, 2017, this study was forthcoming in the journal Critical Finance Review.



Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Jozef Drienko, Tom Smith, Anna von Reibnitz A Review of the Return-Illiquidity Relationship Critical Finance Review forthcoming - - G12 Liquidity and asset pricing, Illiquidity risk premium, Flight to liquidity

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
- - - - - - - -

This article is a replication of

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement
Yakov Amihud Illiquidity and stock returns: cross-section and time-series effects J Fin Markets 2002 1 31-56 G12 Liquidity and asset pricing, Liquidity premium 4 - (new methods & data) 2 - failed (different results) - 2 - partly -

References

DOI: - IDEAS: - EconPapers: -


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