A liquidity-augmented capital asset pricing model
Year of publication: |
2006
|
---|---|
Authors: | Liu, Weimin |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 82.2006, 3, p. 631-671
|
Subject: | CAPM | Liquidität | Liquidity | USA | United States | 1963-2003 |
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