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- W2994951927 endingPage "100673" @default.
- W2994951927 startingPage "100673" @default.
- W2994951927 abstract "We perform a comprehensive examination of the role of stock-level liquidity in the cross-section of frontier market stock returns. Using several popular liquidity measures and a battery of asset pricing tests, we investigate the illiquidity premium in 22 countries for the years 1991–2019. Contrary to typical relationships in developed and emerging markets, we find no evidence of illiquidity premium in frontier equities. Our findings support the hypothesis that for countries not fully integrated with the global economy, the diversification benefits offset the illiquidity, which, in turn, proves less important." @default.
- W2994951927 created "2019-12-26" @default.
- W2994951927 creator A5003712411 @default.
- W2994951927 creator A5021559309 @default.
- W2994951927 creator A5091742564 @default.
- W2994951927 date "2020-03-01" @default.
- W2994951927 modified "2023-10-15" @default.
- W2994951927 title "Is there an illiquidity premium in frontier markets?" @default.
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