Is liquidity the missing link?

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Is liquidity the missing link?

Durandet al.(2006a) argue that the Australian market is both internationallyintegrated and domestically segmented. They find that the US-based three-factormodel captures returns of the largest stocks in Australia (evidence of internationalintegration), but that it is unable to account for the return...

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Bibliographic Details
Main Authors:	Limkriangkrai, M., Durand, Robert, Watson, I.
Format:	Journal Article
Published:	Wiley-Blackwell Publishing Asia 2008
Subjects:	Liquidity Three-factor model Asset pricing
Online Access:	http://web.ebscohost.com/ehost/pdfviewer/pdfviewer?sid=6f866464-9bfc-44a8-be73-afc717aecfe2%40sessionmgr10&vid=2&hid=123 http://hdl.handle.net/20.500.11937/12973

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