Is there an illiquidity premium in frontier markets?

Szymon Stereńczak , Adam Zaremba , Zaghum Umar

Abstract

n/a
Author Szymon Stereńczak (WZ / KFP)
Szymon Stereńczak,,
- Department of Corporate Finance
, Adam Zaremba (WZ / KIiRK)
Adam Zaremba,,
- Department of Investment and Capital Markets
, Zaghum Umar - Zayed University, Dubai, United Arab Emirates
Zaghum Umar,,
-
Journal seriesEmerging Markets Review, ISSN 1566-0141, e-ISSN 1873-6173, (N/A 100 pkt)
Issue year2020
Vol42
Pages1-19
Publication size in sheets0.9
Article number100673
Keywords in Polishpremia z tytułu płynności; płynność; graniczne rynki akcji; wycena aktywów; przekrój stóp zwrotu
Keywords in Englishilliquidity premium; liquidity; frontier stock markets; asset pricing; the cross-section of returns
ASJC Classification1403 Business and International Management; 2002 Economics and Econometrics
DOIDOI:10.1016/j.ememar.2019.100673
URL https://www.sciencedirect.com/science/article/pii/S1566014119302481?via%3Dihub
Languageen angielski
Score (nominal)100
Score sourcejournalList
ScoreMinisterial score = 100.0, 29-05-2020, ArticleFromJournal
Publication indicators WoS Citations = 1; Scopus SNIP (Source Normalised Impact per Paper): 2018 = 1.3; WoS Impact Factor: 2017 = 1.871 (2) - 2017=2.621 (5)
Citation count*4 (2020-06-25)
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* presented citation count is obtained through Internet information analysis and it is close to the number calculated by the Publish or Perish system.
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