The liquidity premium in equity pricing under a continuous auction system
Year of publication: |
1998
|
---|---|
Authors: | Rubio, Gonzalo |
Other Persons: | Tapia, Mikel (contributor) |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 4.1998, 1, p. 1-28
|
Subject: | CAPM | Geld-Brief-Spanne | Bid-ask spread | Kapitaleinkommen | Capital income | Betafaktor | Beta risk | Auktion | Auction | Schätzung | Estimation | Spanien | Spain | 1991-1994 |
-
Persistence in the realized betas : some evidence for the Spanish stock market
Caporale, Guglielmo Maria, (2020)
-
Persistence in the Realized Betas : Some Evidence for the Spanish Stock Market
Caporale, Guglielmo Maria, (2020)
-
Analysis of liquidity-study on Indian mid-cap stocks
Kumar, Gaurav, (2015)
- More ...
-
Understanding the ex-ante cost of liquidity in the limit order book : a note
Ruíz Martinez, Miguel A., (2005)
-
Asset pricing and systematic liquidity risk : an empirical investigation of the Spanish stock market
Martínez Sedano, Miguel Angel, (2005)
-
Rubio, Gonzalo, (1996)
- More ...