The Effects of Liquidity on Stock Return by Controlling Investment Styles: New Approach with a Multidimensional Measure

Liquidity is a complex and multidimensional concept which affects investment decisions of investors in many ways. Liquidity, recently, has been widely considered as a return determinant, while neither the Capital Asset Pricing Model (CAPM) nor the Fama–French three factor model can account for the l...

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Format: article
Langue:FA
Publié: Shahid Bahonar University of Kerman 2014
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Accès en ligne:https://doaj.org/article/399b9287c03a42b7b9959b9c8c2dbce3
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