Keywords
Stock (firearms)Capital asset pricing modelEconomicsFinancial economicsMonetary economicsBusinessEconometrics
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Publication Info
- Year
- 1996
- Type
- article
- Volume
- 41
- Issue
- 3
- Pages
- 441-464
- Citations
- 1632
- Access
- Closed
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Cite This
Michael J. Brennan,
Avanidhar Subrahmanyam
(1996).
Market microstructure and asset pricing: On the compensation for illiquidity in stock returns.
Journal of Financial Economics
, 41
(3)
, 441-464.
https://doi.org/10.1016/0304-405x(95)00870-k
Identifiers
- DOI
- 10.1016/0304-405x(95)00870-k