RT Journal Article
SR Electronic
T1 Commentary: Liquidity
JF The Journal of Index Investing
FD Institutional Investor Journals
SP 77
OP 79
DO 10.3905/jii.2015.6.2.077
VO 6
IS 2
A1 David M. Blitzer
YR 2015
UL https://pm-research.com/content/6/2/77.abstract
AB This commentary will discuss factors affecting liquidity and the importance of market conditions and investor’s expectations as well as the characteristics of the securities.TOPICS: Analysis of individual factors/risk premia, fundamental equity analysis