Empirical tests on the liquidity-adjusted capital asset pricing model

Pacific Basin Finance Journal

Volumn 35, Issue , 2015, Pages 73-89

  Vu, Van ^a   Chai, Daniel ^a   Do, Viet ^a  

^a MONASH UNIVERSITY   (Australia)

Author keywords

Asset pricing; Asymmetric liquidity risk; Liquidity; Liquidity risk

Indexed keywords

EID: 84947751807     PISSN: 0927538X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.pacfin.2014.10.007     Document Type: Article

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