Asset pricing and the illiquidity premium

Financial Review

Volumn 40, Issue 4, 2005, Pages 429-458

  Chan, Howard W ^a   Faff, Robert W ^a  

^a MONASH UNIVERSITY   (Australia)

Author keywords

Asset pricing; Fama french model; G12; Liquidity

Indexed keywords

EID: 84885407601     PISSN: 07328516     EISSN: 15406288     Source Type: Journal    
DOI: 10.1111/j.1540-6288.2005.00118.x     Document Type: Article

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