Title of article
The capital asset pricing model and the liquidity effect: A theoretical approach
Author/Authors
Gady Jacoby، نويسنده , , David J. Fowler، نويسنده , , Aron A. Gottesman، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2000
Pages
13
From page
69
To page
81
Keywords
Bid}ask spread , Liquidity , Capital asset pricing model , Market frictions , Beta
Journal title
Journal of Financial Markets
Serial Year
2000
Journal title
Journal of Financial Markets
Record number
189381
Link To Document