Browsing NHH Brage by Author "Tazo, Alexander"
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Liquidity and asset prices : empirical analysis of the Norwegian stock market
Tazo, Alexander; Tazojeva, Heda (Master thesis, 2019)This thesis investigates time-varying characteristics of illiquidity and the pricing of its risk using liquidity-adjusted capital asset pricing model(LCAPM). Collecting data from Norwegian stock market between 1998 and ...