Asset pricing and systematic liquidity risk: Empirical evidence from the China stock market | |
Luo, Dengyue; Jing, Lijie | |
2011 | |
会议名称 | 2nd International Conference on E-Business and E-Government, ICEE 2011 |
会议日期 | 6 May 2011 through 8 May 2011 |
关键词 | bivariate Garch market ris systematic liquidity risk |
DOI | 10.1109/ICEBEG.2011.5881749 |
页码 | 1138-1141 |
收录类别 | EI ; SCOPUS |
会议录 | 2011 International Conference on E-Business and E-Government, ICEE2011 - Proceedings
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URL标识 | 查看原文 |
内容类型 | 会议论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/6059295 |
专题 | 山东大学 |
作者单位 | School of Management, Shandong University, Jinan, China |
推荐引用方式 GB/T 7714 | Luo, Dengyue,Jing, Lijie. Asset pricing and systematic liquidity risk: Empirical evidence from the China stock market[C]. 见:2nd International Conference on E-Business and E-Government, ICEE 2011. 6 May 2011 through 8 May 2011. |
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