Liquidity in asset pricing: New Australian evidence using low-frequency data

Australian Journal of Management

Volumn 38, Issue 2, 2013, Pages 375-400

  Chai, Daniel ^a   Faff, Robert ^b,c   Gharghori, Philip ^a  

^a MONASH UNIVERSITY   (Australia)

^b UNIVERSITY OF QUEENSLAND   (Australia)

^c UNIVERSITY OF STRATHCLYDE   (United Kingdom)

Author keywords

Asset pricing; Australian evidence; Fama French model; G12; liquidity

Indexed keywords

EID: 84880831756     PISSN: 03128962     EISSN: 13272020     Source Type: Journal    
DOI: 10.1177/0312896213489143     Document Type: Article

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