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https://hdl.handle.net/10356/7250
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DC Field | Value | Language |
---|---|---|
dc.contributor.author | Fang, Jing | en |
dc.date.accessioned | 2008-09-18T07:42:16Z | en |
dc.date.available | 2008-09-18T07:42:16Z | en |
dc.date.copyright | 2005 | en |
dc.date.issued | 2005 | en |
dc.identifier.citation | Fang, J. (2005). Illiquidity effects and asset pricing : evidence from Japan. Doctoral thesis, Nanyang Technological University, Singapore. | en |
dc.identifier.uri | https://hdl.handle.net/10356/7250 | en |
dc.description.abstract | This dissertation extends the work of Amihud (2002) and Acharya and Pedersen (2005) on the Japanese market. It investigates not only the cross-sectional and time-series effects of illiquidity on stock returns, but also asset pricing with liquidity risk through a liquidity-adjusted CAPM on the TSE stocks during 1976-1999. | en |
dc.rights | Nanyang Technological University | en |
dc.subject | DRNTU::Business::Finance::Stock exchanges | en |
dc.title | Illiquidity effects and asset pricing : evidence from Japan | en |
dc.type | Thesis | en |
dc.contributor.supervisor | Sun Qian | en |
dc.contributor.school | Nanyang Business School | en |
dc.description.degree | DOCTOR OF PHILOSOPHY (NBS) | en |
dc.identifier.doi | 10.32657/10356/7250 | en |
item.fulltext | With Fulltext | - |
item.grantfulltext | open | - |
Appears in Collections: | NBS Theses |
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File | Description | Size | Format | |
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NBS-THESES_204.pdf | 569.39 kB | Adobe PDF | View/Open |
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