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Keywords: G0
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Journal Articles
Journal:
Critical Finance Review
Critical Finance Review (2019) 8 (1-2): 73–110.
Published: 17 December 2019
... Eiichiro Kazumori, Fei Fang, Raj Sharman, Fumiko Takeda and Hong Yu Licensed re-use rights only Liquidity Asset pricing Replication Out-of-sample test G0 G1 G12 N20 Research Question . Acharya and Pedersen (2005 , “AP” hereafter) study the effect of liquidity risk...
Journal Articles
Journal:
Critical Finance Review
Critical Finance Review (2019) 8 (1-2): 29–71.
Published: 17 December 2019
... editor for helpful insights and suggestions. © 2019 Craig W. Holden and Jayoung Nam 2019 Craig W. Holden and Jayoung Nam Licensed re-use rights only Liquidity risk Liquidity-adjusted CAPM Liquidity measures G0 G1 G12 In a pioneering and influential article, Acharya...
Includes: Supplementary data
