• 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