Abstract
Positive illiquidity premium is documented to be linked with the illiquidity effect across global markets. This evidence is generally suggested through some asset pricing model, such as Acharya and Pedersen (2005) or others. Our study shows that the success of any such model …
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CITATION STYLE
APA
Anwar Butt, H., Ullah Badshah, I., & Tahir Suleman, M. (2017). Illusory Nature of Pricing of Illiquidity Risk: The Test Case of Australian Stock Market. Journal of Finance & Economics Research, 2(2), 112–126. https://doi.org/10.20547/jfer1702202
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