The Liquidity Premium: Evidence from the UK
Chen, Hongjie Desmond (2009) The Liquidity Premium: Evidence from the UK. [Dissertation (University of Nottingham only)] (Unpublished)
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.
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