Market microstructure and asset pricing: On the compensation for illiquidity in stock returns
| Year of publication: |
1996
|
|---|---|
| Authors: | Brennan, Michael J. ; Subrahmanyam, Avanidhar |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 41.1996, 3, p. 441-464
|
| Publisher: |
Elsevier |