Article

Title:
Portfolio Choice with High Frequency Data: CRRA Preferences and the Liquidity Effect
Journal:
Portuguese Economic Journal
Year:
2017
Volume:
16
Number:
2
Pages:
65-86
JEL codes:
G11 - Portfolio Choice; Investment Decisions
G12 - Asset Pricing; Trading volume; Bond Interest Rates
G14 - Information and Market Efficiency; Event Studies
DOI:
10.1007/s10258-017-0131-3
Back