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The seasonal behavior of the liquidity premium in asset pricing
Eleswarapu, Venkat R. - In: Journal of financial economics 34 (1993) 3, pp. 373-386
Persistent link: https://www.econbiz.de/10001153607
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Market microstructure and asset pricing : an empirical investigation of the NYSE and NASDAQ securities
Reinganum, Marc R. - In: Journal of financial economics 28 (1990) 1, pp. 127-147
Persistent link: https://www.econbiz.de/10001105472
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The arbitrage pricing theory: some empirical results
Reinganum, Marc R. - In: The journal of finance : the journal of the American … 36 (1981) 2, pp. 313-321
Persistent link: https://www.econbiz.de/10003659386
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Short-term traders and liquidity : a test using Bombay Stock Exchange data
Berkman, Henk - In: Journal of financial economics 47 (1998) 3, pp. 339-355
Persistent link: https://www.econbiz.de/10001234959
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Testing for negative expected market return premia
Eleswarapu, Venkat R.; Thompson, Rex - In: Journal of banking & finance 31 (2007) 6, pp. 1755-1770
Persistent link: https://www.econbiz.de/10003483296