Title of article
Market microstructure and asset pricing: On the compensation for illiquidity in stock returns
Author/Authors
Michael J. Brennan، نويسنده , , Avanidhar Subrahmanyam، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1996
Pages
24
From page
441
To page
464
Keywords
asset pricing , market microstructure
Journal title
Journal of Financial Economics
Serial Year
1996
Journal title
Journal of Financial Economics
Record number
257230
Link To Document