Joint extreme events in equity returns and liquidity and their cross-sectional pricing implications

DOI:	https://doi.org/10.1016/j.jbankfin.2020.105809
URL:	https://www.sciencedirect.com/science/article/pii/...
Document Type:	Article
Year of publication:	2020
The title of a journal, publication series:	Journal of Banking & Finance
Volume:	115
Issue number:	Article 105809
Place of publication:	Amsterdam [u.a.]
Publishing house:	Elsevier
ISSN:	0378-4266 , 1872-6372
Publication language:	English
Institution:	Business School > Internat. Finanzierung (Ruenzi 2009-)
Subject:	300 Social sciences, sociology, anthropology 310 Statistics 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.

BASE: Ruenzi, Stefan ; Ungeheuer, Michael ; Weigert, Florian

Google Scholar: Ruenzi, Stefan ; Ungeheuer, Michael ; Weigert, Florian

ORCID: Ruenzi, Stefan

, Ungeheuer, Michael and Weigert, Florian

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