Liquidity, time‐varying betas and anomalies: Is the high...

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International Journal of Finance & Economics 2020 / 09

Liquidity, time‐varying betas and anomalies: Is the high trading activity enhancing the validity of the CAPM in the UK equity market?

Rojo‐Suárez, Javier, Alonso‐Conde, Ana Belén, Ferrero‐Pozo, Ricardo
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Journal:
International Journal of Finance & Economics
DOI:
10.1002/ijfe.2136
Date:
September, 2020
File:
PDF, 1.50 MB
2020
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