Empirical tests on the liquidity-adjusted capital asset pricing model
Van Vu, Daniel Chai, Viet Do (Department of Banking and Finance, Monash University, Victoria, Australia)
| Year of publication: |
November 2015
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|---|---|
| Authors: | Vu, Van ; Chai, Daniel ; Do, Viet |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 35.2015, 1, p. 73-89
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| Subject: | Liquidity | Liquidity risk | Asset pricing | Asymmetric liquidity risk | CAPM | Liquidität | Theorie | Theory | Betriebliche Liquidität | Corporate liquidity | Portfolio-Management | Portfolio selection | Bankenliquidität | Bank liquidity | Marktliquidität | Market liquidity | Risiko | Risk | Risikoprämie | Risk premium | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2014.10.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011538103