Systematic liquidity risk and asset pricing: evidence from London Stock Exchange

Khelifa Mazouz, Dima WH Alrabadi, Mark Freeman, Shuxing Yin

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

Original language	English
Pages (from-to)	387-403
Number of pages	17
Journal	International Journal of Banking, Accounting and Finance
Volume	2
Issue number	4
Publication status	Published - 2010

Cite this

@article{a75358e5ccbb4e08a7a97ae76e39b02d,

title = "Systematic liquidity risk and asset pricing: evidence from London Stock Exchange",

author = "Khelifa Mazouz and Alrabadi, {Dima WH} and Mark Freeman and Shuxing Yin",

year = "2010",

language = "English",

volume = "2",

pages = "387--403",

journal = "International Journal of Banking, Accounting and Finance",

publisher = "Inderscience Publishers",

number = "4",

}

TY - JOUR

T1 - Systematic liquidity risk and asset pricing: evidence from London Stock Exchange

AU - Mazouz, Khelifa

AU - Alrabadi, Dima WH

AU - Freeman, Mark

AU - Yin, Shuxing

PY - 2010

Y1 - 2010

M3 - Article

VL - 2

SP - 387

EP - 403

JO - International Journal of Banking, Accounting and Finance

JF - International Journal of Banking, Accounting and Finance

IS - 4

ER -