Work

A liquidity-augmented capital asset pricing model

Year: 2006

Type: article

Source: Journal of Financial Economics

DOI: 10.1016/j.jfineco.2005.10.001

Author: Weimin Liu

Institution: University of Manchester

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2025710885

FWCI: 32.83

Cites: 46

Cited by: 881

Related to: 9