Title :
A Time-Series Approach to Liquidity in Asset Pricing
Author :
David R. Peterson استاد راهنما , Ahmet C. Inci استاد مشاور , Donald A. Nast استاد مشاور
University :
The Florid State University College of Education
Major :
PhD )Finance, Department of(
Keyword :
dual betas , Liquidity , time-series , time-variation , asset pricing