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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

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DOI (Published version): 10.1016/j.frl.2018.05.010

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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first_indexed 2021-09-24T15:59:35Z
last_indexed 2021-10-23T03:25:18Z
id cronfa58091
recordtype SURis
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spelling 2021-10-22T15:58:10.2612312 v2 58091 2021-09-24 Market downturns, zero investment strategies and systematic liquidity risk 26403610d08295bd38e7947e39c457b9 0000-0001-6338-2198 Nader Virk Nader Virk true false 2021-09-24 BAF Journal Article Finance Research Letters 28 246 253 Elsevier BV 1544-6123 Momentum crashes; Market downturns; Zero-investment strategies; Systematic liquidity beta; Illiquidity gaps 1 3 2019 2019-03-01 10.1016/j.frl.2018.05.010 Author accepted version available at https://pearl.plymouth.ac.uk/handle/10026.1/12595 COLLEGE NANME Accounting and Finance COLLEGE CODE BAF Swansea University 2021-10-22T15:58:10.2612312 2021-09-24T16:57:32.2097529 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Hilal Anwar Butt 1 Nader Virk 0000-0001-6338-2198 2
title Market downturns, zero investment strategies and systematic liquidity risk
spellingShingle Market downturns, zero investment strategies and systematic liquidity risk
Nader Virk
title_short Market downturns, zero investment strategies and systematic liquidity risk
title_full Market downturns, zero investment strategies and systematic liquidity risk
title_fullStr Market downturns, zero investment strategies and systematic liquidity risk
title_full_unstemmed Market downturns, zero investment strategies and systematic liquidity risk
title_sort Market downturns, zero investment strategies and systematic liquidity risk
author_id_str_mv 26403610d08295bd38e7947e39c457b9
author_id_fullname_str_mv 26403610d08295bd38e7947e39c457b9_***_Nader Virk
author Nader Virk
author2 Hilal Anwar Butt
Nader Virk
format Journal article
container_title Finance Research Letters
container_volume 28
container_start_page 246
publishDate 2019
institution Swansea University
issn 1544-6123
doi_str_mv 10.1016/j.frl.2018.05.010
publisher Elsevier BV
college_str Faculty of Humanities and Social Sciences
hierarchytype
hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance
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active_str 0
published_date 2019-03-01T04:14:20Z
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