Amanote Research

Amanote Research

    RegisterSign In

The Role of Illiquidity Risk Factor in Asset Pricing Models: Malaysian Evidence

Jurnal Pengurusan - Malaysia
doi 10.17576/pengurusan-2007-26-04
Full Text
Open PDF
Abstract

Available in full text

Categories
AccountingManagementInternational ManagementBusiness
Date

January 1, 2007

Authors

Unknown

Publisher

Penerbit Universiti Kebangsaan Malaysia (UKM Press)


Related search

Asset Pricing With a Bank Risk Factor

Journal of Money, Credit and Banking
AccountingEconomicsEconometricsFinance
2018English

The Pricing of Illiquidity as a Characteristic and as Risk

Multinational Finance Journal
2015English

Consumption-Based Asset Pricing Models (Theory)

English

Solving Asset Pricing Models With Stochastic Volatility

SSRN Electronic Journal
2014English

Corporate Governance and Capital Asset Pricing Models

Revista de Administracao Mackenzie
AccountingManagementSociologyPolitical ScienceBusiness
2020English

Asset Pricing With Horizon-Dependent Risk Aversion

SSRN Electronic Journal
2014English

Production-Based Measures of Risk for Asset Pricing

Journal of Monetary Economics
EconomicsEconometricsFinance
2010English

Asset Pricing Model Specification and the Term Structure Evidence

1985English

Coskewness Risk Decomposition, Covariation Risk, and Intertemporal Asset Pricing

Journal of Financial and Quantitative Analysis
AccountingEconomicsEconometricsFinance
2018English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy