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Market downturns, zero investment strategies and systematic liquidity risk

Hilal Anwar Butt, Nader Virk Orcid Logo

Finance Research Letters, Volume: 28, Pages: 246 - 253

Swansea University Author: Nader Virk Orcid Logo

Full text not available from this repository: check for access using links below.

Published in: Finance Research Letters
ISSN: 1544-6123
Published: Elsevier BV 2019
Online Access: Check full text

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
Keywords: Momentum crashes; Market downturns; Zero-investment strategies; Systematic liquidity beta; Illiquidity gaps
College: School of Management
Start Page: 246
End Page: 253