Liquidity-adjusted conditional capital asset pricing model

Economic Modelling

Volumn 29, Issue 2, 2012, Pages 361-368

  Wang, Jinan ^a   Chen, Langnan ^b  

^a JIMEI UNIVERSITY   (China)

^b SUN YAT SEN UNIVERSITY   (China)

Author keywords

CAPM; Conditional coskewness; Liquidity; Liquidity risk

Indexed keywords

EID: 84856232284     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econmod.2011.11.007     Document Type: Article

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