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Keywords: Investor heterogeneity
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Journal Articles
Journal:
China Finance Review International
China Finance Review International (2014) 4 (1)
Published: 11 February 2014
... Keywords: Endogenous trading cost, Flight to liquidity, Flight to quality, Investment horizon, Investments, Investor heterogeneity, Stock markets, USA Xin Chen and Xian Chen This article originally appeared in Volume 2 Number 4, 2012, China Finance Review International...
Journal Articles
Flight to liquidity due to heterogeneity in investment horizon
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Journal:
China Finance Review International
China Finance Review International (2012) 2 (4): 316–350.
Published: 17 August 2012
... to liquidity Flight to quality Investor heterogeneity Investment horizon Endogenous trading cost Investments United States of America Stock markets Though there exists extensive literature on the role of stock liquidity [1] , practitioners and academics alike are still often surprised...
