Capital asset pricing model with frictions : application to the Tunisian stock market
Year of publication: |
2014
|
---|---|
Authors: | Bouchaddekh, Tarek ; Bouri, Abdelfatteh ; Kefi, Mohamed Karim |
Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 4.2014, 3, p. 657-668
|
Subject: | CAPM | market microstructure | frictions | bid-ask spread components | Marktmikrostruktur | Market microstructure | Tunesien | Tunisia | Geld-Brief-Spanne | Bid-ask spread | Aktienmarkt | Stock market | Schätzung | Estimation | Theorie | Theory |
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