Pricing of time-varying illiquidity within the Eurozone: Evidence using a Markov switching liquidity-adjusted capital asset pricing model
- Submitting institution
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The University of Bradford
- Unit of assessment
- 17 - Business and Management Studies
- Output identifier
- 1
- Type
- D - Journal article
- DOI
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10.1016/j.irfa.2019.05.002
- Title of journal
- International Review of Financial Analysis
- Article number
- -
- First page
- 145
- Volume
- 64
- Issue
- -
- ISSN
- 1057-5219
- Open access status
- Compliant
- Month of publication
- -
- Year of publication
- 2019
- URL
-
https://www.sciencedirect.com/science/article/abs/pii/S1057521919300924?via%3Dihub
- Supplementary information
-
-
- Request cross-referral to
- -
- Output has been delayed by COVID-19
- No
- COVID-19 affected output statement
- -
- Forensic science
- No
- Criminology
- No
- Interdisciplinary
- No
- Number of additional authors
-
3
- Research group(s)
-
-
- Proposed double-weighted
- No
- Reserve for an output with double weighting
- No
- Additional information
- -
- Author contribution statement
- -
- Non-English
- No
- English abstract
- -
