Asset pricing and systematic liquidity risk: An empirical investigation of the Spanish stock market

  1. Martínez, M.A.
  2. Nieto, B.
  3. Rubio, G.
  4. Tapia, M.
Journal:
International Review of Economics and Finance

ISSN: 1059-0560

Year of publication: 2005

Volume: 14

Issue: 1

Pages: 81-103

Type: Review

DOI: 10.1016/J.IREF.2003.12.001 GOOGLE SCHOLAR