Liquidity-adjusted conditional capital asset pricing model
Jinan Wang; Langnan Chen
| Year of publication: |
2012
|
|---|---|
| Authors: | Jinan, Wang ; Chen, Langnan |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 29.2012, 2, p. 361-368
|
| Subject: | CAPM | Liquidity | Liquidity risk | Conditional coskewness | Liquidität | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009536819