The capital asset pricing model and the liquidity effect : a theoretical approach
Year of publication: |
2000
|
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Authors: | Jacoby, Gady ; Fowler, David J. ; Gottesman, Aron A. |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 3.2000, 1, p. 69-81
|
Subject: | CAPM | Geld-Brief-Spanne | Bid-ask spread | Betafaktor | Beta risk | Theorie | Theory |
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