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Momentum profits and time varying illiquidity effect

Hilal Anwar Butt, Nader Virk Orcid Logo

Finance Research Letters, Volume: 20, Pages: 253 - 259

Swansea University Author: Nader Virk Orcid Logo

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DOI (Published version): 10.1016/j.frl.2016.10.010

Published in: Finance Research Letters
ISSN: 1544-6123
Published: Elsevier BV 2017
Online Access: Check full text

URI: https://cronfa.swan.ac.uk/Record/cronfa58094
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first_indexed 2021-09-24T16:14:55Z
last_indexed 2021-10-23T03:25:18Z
id cronfa58094
recordtype SURis
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spelling 2021-10-22T16:05:10.1521539 v2 58094 2021-09-24 Momentum profits and time varying illiquidity effect 26403610d08295bd38e7947e39c457b9 0000-0001-6338-2198 Nader Virk Nader Virk true false 2021-09-24 BAF Journal Article Finance Research Letters 20 253 259 Elsevier BV 1544-6123 Momentum strategy; Systematic illiquidity risk; Supplying liquidity; Time varying exposures 1 2 2017 2017-02-01 10.1016/j.frl.2016.10.010 https://pearl.plymouth.ac.uk/handle/10026.1/6752 Author accepted version available at https://pearl.plymouth.ac.uk/handle/10026.1/6752 COLLEGE NANME Accounting and Finance COLLEGE CODE BAF Swansea University 2021-10-22T16:05:10.1521539 2021-09-24T17:05:18.1964406 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Hilal Anwar Butt 1 Nader Virk 0000-0001-6338-2198 2
title Momentum profits and time varying illiquidity effect
spellingShingle Momentum profits and time varying illiquidity effect
Nader Virk
title_short Momentum profits and time varying illiquidity effect
title_full Momentum profits and time varying illiquidity effect
title_fullStr Momentum profits and time varying illiquidity effect
title_full_unstemmed Momentum profits and time varying illiquidity effect
title_sort Momentum profits and time varying illiquidity effect
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 20
container_start_page 253
publishDate 2017
institution Swansea University
issn 1544-6123
doi_str_mv 10.1016/j.frl.2016.10.010
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
url https://pearl.plymouth.ac.uk/handle/10026.1/6752
document_store_str 0
active_str 0
published_date 2017-02-01T04:14:20Z
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