Journal article 540 views
Market downturns, zero investment strategies and systematic liquidity risk
Hilal Anwar Butt,
Nader Virk 
Finance Research Letters, Volume: 28, Pages: 246 - 253
Swansea University Author:
Nader Virk
Full text not available from this repository: check for access using links below.
DOI (Published version): 10.1016/j.frl.2018.05.010
Abstract
Market downturns, zero investment strategies and systematic liquidity risk
| Published in: | Finance Research Letters |
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| ISSN: | 1544-6123 |
| Published: |
Elsevier BV
2019
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa58091 |
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| Item Description: |
Author accepted version available at https://pearl.plymouth.ac.uk/handle/10026.1/12595 |
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| Keywords: |
Momentum crashes; Market downturns; Zero-investment strategies; Systematic liquidity beta; Illiquidity gaps |
| College: |
Faculty of Humanities and Social Sciences |
| Start Page: |
246 |
| End Page: |
253 |