Asset pricing and the illiquidity premium

Howard Wei-Hong Chan, Robert W Faff

Research output: Contribution to journal › Article › Research › peer-review

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@article{e05e409168ed4509b4499dbf272c976e,

title = "Asset pricing and the illiquidity premium",

author = "Chan, {Howard Wei-Hong} and Faff, {Robert W}",

year = "2005",

doi = "10.1111/j.1540-6288.2005.00118.x",

language = "English",

volume = "40",

pages = "429 -- 458",

journal = "The Financial Review",

issn = "0732-8516",

publisher = "Wiley-Blackwell",

number = "4",

}