Pricing of time-varying illiquidity within the Eurozone: Evidence using a Markov switching liquidity-adjusted capital asset pricing model

Stefano Grillini, Aydin Ozkan, Abhijit Sharma, Mazin Al Janabi

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

17 Citations (Scopus)

1 results
- Last Name(descending)

Abhijit Sharma
- A.Sharma2hud.acuk
- Department of Accounting, Finance and Economics - Professor of Economics and Finance
- Huddersfield Business School
- Northern Productivity Hub - Member
Person: Academic