Arbitrage risk and the turnover anomaly

Pin Huang Chou, Tsung Yu Huang, Hung Jeh Yang

研究成果: 雜誌貢獻期刊論文同行評審

18 引文 斯高帕斯(Scopus)

摘要

A strong turnover premium exists such that stocks with lower turnover have higher future returns in the 5. years following their formation than those with higher turnover. This turnover premium cannot be explained by existing asset-pricing models, a risk-based liquidity factor, or anomalies such as size, book-to-market ratio, or momentum. Further analysis indicates that the turnover premium is greater for stocks with higher idiosyncratic volatility, higher transaction costs, lower institutional ownership, and lower investor sophistication, which implies it is consistent with the mispricing explanation based on arbitrage risk.

原文???core.languages.en_GB???
頁(從 - 到)4172-4182
頁數11
期刊Journal of Banking and Finance
37
發行號11
DOIs
出版狀態已出版 - 11月 2013

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