Tarek BOUCHADDEKH, Abdelfatteh Bouri, Mohamed Karim KEFI

Capital Asset Pricing Model with Frictions: Application to the Tunisian Stock Market

Capital Asset Pricing Model with Frictions: Application to the Tunisian Stock Market

International Journal of Economics and Financial Issues

2014-Cilt: 4 Sayı: 3

657-668

CAPM, market microstructure, frictions, bid-ask spread components

7077