Keywords: Liquidity-adjusted CAPM
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Journal Articles
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

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