摘要 : This study examines the relationship between systematic liquidity risk and stock price reaction to large 1-day price changes (or shocks). We base our analysis on a yearly updated constituents list of the FTSE All share index. Our ... 展开
作者 | Khelifa Mazouz Dima W. H. Alrabadi Shuxing Yin |
---|---|
作者单位 | |
期刊名称 | 《Accounting and finance》 |
页码/总页数 | p.467-493 / 27 |
语种 | 英语 |
关键词 | shocks systematic liquidity risk market efficiency underreaction |
DOI | 10.1111/j.1467-629X.2011.00403.x |
馆藏号 | F-363 |