Liquidity biases in asset pricing tests
Elena Asparouhova; Hendrik Bessembinder; Ivalina Kalcheva
| Year of publication: |
2010
|
|---|---|
| Authors: | Asparouhova, Elena ; Bessembinder, Hendrik ; Kalcheva, Ivalina |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 96.2010, 2, p. 215-237
|
| Subject: | CAPM | Marktmikrostruktur | Market microstructure | Geld-Brief-Spanne | Bid-ask spread | Schätztheorie | Estimation theory | 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/10003979145