مرکز منطقه ای اطلاع رساني علوم و فناوري - Market microstructure and asset pricing: On the compensation for illiquidity in stock returns

Title of article :

Market microstructure and asset pricing: On the compensation for illiquidity in stock returns

Author/Authors :

Michael J. Brennan، نويسنده , , Avanidhar Subrahmanyam، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1996

Pages :

From page :

441

To page :

464

Keywords :

asset pricing , market microstructure

Journal title :

Journal of Financial Economics

Serial Year :

1996

Journal title :

Journal of Financial Economics

Record number :

257230

Link To Document :