The Liquidity Premium: Evidence from the UK

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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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Bibliographic Details
Main Author:	Chen, Hongjie Desmond
Format:	Dissertation (University of Nottingham only)
Language:	English English English English English English
Published:	2009
Online Access:	https://eprints.nottingham.ac.uk/22873/

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