Liquidity-adjusted CAPM — An empirical analysis on Indian stock market

Article English OPEN
Gaurav Kumar; Arun Kumar Misra;
(2019)

This article examines the impact of various sources of systematic liquidity risk and idiosyncratic liquidity risk on expected returns in the Indian stock market. The study tested the liquidity-adjusted capital asset pricing model (LCAPM) which is previously tested on de... View more
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