dc.contributor.authorFang, Jingen_US
dc.date.accessioned2008-09-18T07:42:16Z
dc.date.accessioned2017-07-23T08:24:54Z
dc.date.available2008-09-18T07:42:16Z
dc.date.available2017-07-23T08:24:54Z
dc.date.copyright2005en_US
dc.date.issued2005
dc.identifier.citationFang, J. (2005). Illiquidity effects and asset pricing : evidence from Japan. Doctoral thesis, Nanyang Technological University, Singapore.
dc.identifier.urihttp://hdl.handle.net/10356/7250
dc.description.abstractThis 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_US
dc.rightsNanyang Technological Universityen_US
dc.subjectDRNTU::Business::Finance::Stock exchanges
dc.titleIlliquidity effects and asset pricing : evidence from Japanen_US
dc.typeThesisen_US
dc.contributor.schoolCollege of Business (Nanyang Business School)en_US
dc.contributor.supervisorSun Qian
dc.description.degreeDOCTOR OF PHILOSOPHY (NBS)en_US


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