Asset pricing and systematic liquidity risk : an empirical investigation of the Spanish stock market
Year of publication: |
2005
|
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Authors: | Martínez Sedano, Miguel Angel ; Nieto, Belén ; Rubio, Gonzalo ; Tapia, Mikel |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 14.2005, 1, p. 81-103
|
Subject: | CAPM | Aktienmarkt | Stock market | Liquidität | Liquidity | Geld-Brief-Spanne | Bid-ask spread | Handelsvolumen der Börse | Trading volume | Spanien | Spain |
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