We are extremely indebted to Gerald Gay, the editor of this journal; Gady Jacoby, Faculty of Management University of Manitoba Winnipeg; and Gordon V. Karels, University of Nebraska, Lincoln; and the participants of Finance Workshop of the College of Business Administration at Florida International University for their many helpful suggestions and comments while the article was in preparation. All remaining errors and omissions, however, are ours.
LIQUIDITY AND ASSET PRICING UNDER THE THREE-MOMENT CAPM PARADIGM
Version of Record online: 6 AUG 2007
Journal of Financial Research
Volume 30, Issue 3, pages 379–398, Fall 2007
How to Cite
Nguyen, D., Mishra, S., Prakash, A. and Ghosh, D. K. (2007), LIQUIDITY AND ASSET PRICING UNDER THE THREE-MOMENT CAPM PARADIGM. Journal of Financial Research, 30: 379–398. doi: 10.1111/j.1475-6803.2007.00219.x
- Issue online: 6 AUG 2007
- Version of Record online: 6 AUG 2007
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!