Title of article

A liquidity-augmented capital asset pricing model

Author/Authors

Weimin Liu، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 2006

Pages

41

From page

631

To page

671

Keywords

Trading speed , Liquidity premium , Liquidity factor

Journal title

Journal of Financial Economics

Serial Year

2006

Journal title

Journal of Financial Economics

Record number

257882