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Transaction Costs, Liquidity Risk, and the CCAPM
Weimin Liu,
Di Luo
, Huainan Zhao
Research output
:
Contribution to journal
›
Article
›
peer-review
10
Citations (Scopus)
13
Downloads (Pure)
Overview
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Dive into the research topics of 'Transaction Costs, Liquidity Risk, and the CCAPM'. Together they form a unique fingerprint.
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Keyphrases
Transaction Costs
100%
Liquidity Risk
100%
Consumption-based Capital Asset Pricing Model (CCAPM)
100%
Liquidity
75%
Generalized Model
25%
Cost Measures
25%
Trading Costs
25%
Cross-sectional Return Variation
25%
Bid-ask Spread
25%
Economics, Econometrics and Finance
Transaction Costs
100%
CAPM
100%
Bid-Ask Spread
25%