Illiquidity Premium and Asset Pricing Models

An Alternative Test

Mohamed Sherif, Jiaqi Chen

Research output: Contribution to conferencePaper

Original languageEnglish
Publication statusPublished - 5 Mar 2015
Event64th MFA Annual Meeting 2015 - Westin Chicago River North Hotel, Chicago, United States
Duration: 4 Mar 20157 Mar 2015

Conference

Conference64th MFA Annual Meeting 2015
CountryUnited States
CityChicago
Period4/03/157/03/15

Cite this

Sherif, M., & Chen, J. (2015). Illiquidity Premium and Asset Pricing Models: An Alternative Test. Paper presented at 64th MFA Annual Meeting 2015, Chicago, United States.
Sherif, Mohamed ; Chen, Jiaqi. / Illiquidity Premium and Asset Pricing Models : An Alternative Test. Paper presented at 64th MFA Annual Meeting 2015, Chicago, United States.
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title = "Illiquidity Premium and Asset Pricing Models: An Alternative Test",
author = "Mohamed Sherif and Jiaqi Chen",
year = "2015",
month = "3",
day = "5",
language = "English",
note = "64th MFA Annual Meeting 2015 ; Conference date: 04-03-2015 Through 07-03-2015",

}

Sherif, M & Chen, J 2015, 'Illiquidity Premium and Asset Pricing Models: An Alternative Test' Paper presented at 64th MFA Annual Meeting 2015, Chicago, United States, 4/03/15 - 7/03/15, .

Illiquidity Premium and Asset Pricing Models : An Alternative Test. / Sherif, Mohamed; Chen, Jiaqi.

2015. Paper presented at 64th MFA Annual Meeting 2015, Chicago, United States.

Research output: Contribution to conferencePaper

TY - CONF

T1 - Illiquidity Premium and Asset Pricing Models

T2 - An Alternative Test

AU - Sherif, Mohamed

AU - Chen, Jiaqi

PY - 2015/3/5

Y1 - 2015/3/5

M3 - Paper

ER -

Sherif M, Chen J. Illiquidity Premium and Asset Pricing Models: An Alternative Test. 2015. Paper presented at 64th MFA Annual Meeting 2015, Chicago, United States.