Joint Extreme Events in Equity Returns and Liquidity and their Cross-Sectional Pricing Implications

Author(s)
Ruenzi, Stefan
Ungeheuer, Michael
Date issued
2020
In
Journal of Banking and Finance
No
115
From page
XXX
To page
XXX
Publication type
journal article
Identifiers
https://libra.unine.ch/handle/20.500.14713/63313
File(s)
Loading...
Thumbnail Image
Download
Name

2023-01-30_4030_7187.pdf

Type

Main Article

Size

852.1 KB

Format

Adobe PDF