Market liquidity and stock size premia in emerging financial markets

Macroeconomics and Finance in Emerging Market Economies

Volumn 3, Issue 1, 2010, Pages 75-101

  Hearn, Bruce ^a   Piesse, Jenifer ^a,b   Strange, Roger ^a  

^a KING'S COLLEGE LONDON   (United Kingdom)

^b STELLENBOSCH UNIVERSITY   (South Africa)

Author keywords

Africa; Capital asset pricing model; Emerging financial markets; Liquidity

Indexed keywords

EID: 78649383929     PISSN: 17520843     EISSN: 17520851     Source Type: Journal    
DOI: 10.1080/17520840903076473     Document Type: Article

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