A new measure of asset pricing : friction-adjusted three-factor model
Year of publication: |
2020
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Authors: | Nurhayati, Immas ; Endri, Endri |
Published in: |
Journal of Asian finance, economics and business : JAFEB. - Seongnam, Gyeonggi, South Korea : Korea Distribution Science Association, ISSN 2288-4645, ZDB-ID 2929132-X. - Vol. 7.2020, 12, p. 605-613
|
Subject: | Unfrictionless Markets | Trading Friction | Adjusted Three-Factor | Transaction Cost | Theorie | Theory | Transaktionskosten | Transaction costs | CAPM | Messung | Measurement |
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