Systematic liquidity risk and asset pricing : evidence from London Stock Exchange
Year of publication: |
2010
|
---|---|
Authors: | Mazouz, Khelifa ; Alrabadi, Dima W. H. ; Freeman, Mark ; Yin, Shuxing |
Published in: |
International journal of banking, accounting and finance. - Genève : Inderscience Enterprises Ltd., ISSN 1755-3830, ZDB-ID 2458820-9. - Vol. 2.2010, 4, p. 387-403
|
Subject: | Liquiditätseffekt | Liquidity effect | Bankrisiko | Bank risk | CAPM | Börse | Bourse | London | 1992-2007 |
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