A six-factor asset-pricing model: Incorporating liquidity, volatility and testing for firm size

Additional Metadata
Keywords	Liquidity, Volatility, Abnormal returns, Firm size, Asset-pricing
Thesis Advisor	Lyra, M., Shemla, M.
Persistent URL	hdl.handle.net/2105/22919
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Hoogland, P.N.J. (2014, July 24). A six-factor asset-pricing model: Incorporating liquidity, volatility and testing for firm size. Finance & Investments. Retrieved from http://hdl.handle.net/2105/22919

A six-factor asset-pricing model