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
111
145