Adjusting the consumption-based capital asset pricing model by the estimate bid-ask spreads based on daily highest and lowest prices in Iran
Sedighe Alizadeh, Mohammad Nabi Shahiki Tash, Reza Roshan
| Year of publication: |
2021
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|---|---|
| Authors: | Alizadeh, Sedighe ; Shahiki Tash, Mohammad Nabi ; Roshan, Reza |
| Published in: |
Afro-Asian Journal of Finance and Accounting : AAJFA. - Genève [u.a.] : Inderscience Enterprises, ISSN 1751-6455, ZDB-ID 2408741-5. - Vol. 11.2021, 5, p. 718-739
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| Subject: | bid-ask spread | Iran | liquidity risk | liquidity-adjusted CCAPM | traditional CCAPM | Geld-Brief-Spanne | Bid-ask spread | CAPM | Theorie | Theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/AAJFA.2021.119481 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012797888