articleJournal of Financial EconomicsJun 3, 2006Closed access

A liquidity-augmented capital asset pricing model

WLWeimin Liu

University of Manchester

Indexed incrossref

Abstract

No abstract available for this paper.

Citation impact

921
total citations
FWCI
27.38
Percentile
100%
References
56
Citations per year

Authors

1

Topics & keywords

Topics
Keywords
  • Capital asset pricing model
  • Market liquidity
  • Liquidity premium
  • Liquidity risk
  • Contrarian
  • Economics
  • Funding liquidity
  • Liquidity crisis
No related works found for this paper.