Asset pricing with liquidity risk: a south asian perspective

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ASSET PRICING WITH LIQUIDITY RISK.pdf (35.17 KB)

Date

Authors

Herath, H.M.K.M.

Samarakoon, S.M.R.K.

Rajapakse, R.P.C.R.

Publisher

University of Jaffna

Keywords

Conditional beta, Liquidity risk, Liquidity-adjusted CAPM, GMM Framework, South asia

URI

http://repo.lib.jfn.ac.lk/ujrr/handle/123456789/3194

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