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- handle: 10670/1.jto07o
- halshs: halshs-01910218
- doi: 10.1016/j.econmod.2018.06.008
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info:eu-repo/semantics/altIdentifier/doi/10.1016/j.econmod.2018.06.008
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Liquidity risk Liquidity premium Conditional liquidity-adjusted CAPM Unobserved components models G - Financial Economics/G.G1 - General Financial Markets G - Financial Economics/G.G1 - General Financial Markets/G.G1.G12 - Asset Pricing • Trading Volume • Bond Interest RatesSujets proches
Price policy, Industrial Retail pricing Price policyCiter ce document
Malick Fall et al., « Empirical tests on the asset pricing model with liquidity risk: An unobserved components approach », HAL-SHS : droit et gestion, ID : 10.1016/j.econmod.2018.06.008
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