Pricing of time-varying illiquidity within the Eurozone: Evidence using a Markov switching liquidity-adjusted capital asset pricing model
Grillini, Stefano, Ozkan, Aydin, Sharma, Abhijit, Al Janabi, Mazin A.M.Language:
english
Journal:
International Review of Financial Analysis
DOI:
10.1016/j.irfa.2019.05.002
Date:
May, 2019
File:
PDF, 638 KB
english, 2019