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NTIS 바로가기Asia-Pacific journal of business = 아태비즈니스연구, v.12 no.1, 2021년, pp.121 - 134
윤상용 (조선대학교 경제학과) , 조성순 (한국해양대학교 해양경영경제학부) , 박순홍 (충남대학교 경영학부)
Purpose - This study examines whether flight-to-liquidity (FTL) explains the dynamic liquidity risk on stock returns, and whether it has a significant influence on determinants the cross-section of stock returns. Design/methodology/approach - This study suggests a new risk factor, dynamic liquidity ...
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