مرکز منطقه ای اطلاع رساني علوم و فناوري - The capital asset pricing model and the liquidity effect: A theoretical approach

Title of article :

The capital asset pricing model and the liquidity effect: A theoretical approach

Author/Authors :

Gady Jacoby، نويسنده , , David J. Fowler، نويسنده , , Aron A. Gottesman، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2000

Pages :

From page :

To page :

Keywords :

Bid}ask spread , Liquidity , Capital asset pricing model , Market frictions , Beta

Journal title :

Journal of Financial Markets

Serial Year :

2000

Journal title :

Journal of Financial Markets

Record number :

189381

Link To Document :