Pricing of time-varying illiquidity within the Eurozone: Evidence using a Markov switching liquidity-adjusted capital asset pricing model - Concepedia

Concepedia

Publication | Open Access

Pricing of time-varying illiquidity within the Eurozone: Evidence using a Markov switching liquidity-adjusted capital asset pricing model

DOI Full Paper Access

33

Citations

42

References

2019

Year

Stefano Grillini, Aydin Ozkan, Abhijit Sharma, Mazin A. M. Al Janabi

International Review of Financial Analysis

Empirical FinanceTime-varying IlliquidityEconomicsFinancial EconomicsAsset PricingLiquidityBusinessFinance

References

	Year	Citations

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