The Liquidity Premium: Evidence from the UK
The literature review covers the discussion of various asset pricing models such as the Capital Asset Pricing Model, the 3 –Factor Model and the APT as well as their empirical evidences and conjectures in their abilities and inabilities to capture anomalies. Having proposed that liquidity and it...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English English English English English English |
| Published: |
2009
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| Online Access: | https://eprints.nottingham.ac.uk/22873/ |