Rojo‐Suárez, J., Alonso‐Conde, A. B., & Ferrero‐Pozo, R. (2022). Liquidity, time‐varying betas and anomalies: Is the high trading activity enhancing the validity of the CAPM in the UK equity market? International journal of finance and economics, 27(1), 45-60. https://doi.org/10.1002/ijfe.2136
Chicago Style (17th ed.) CitationRojo‐Suárez, Javier, Ana Belén Alonso‐Conde, and Ricardo Ferrero‐Pozo. "Liquidity, Time‐varying Betas and Anomalies: Is the High Trading Activity Enhancing the Validity of the CAPM in the UK Equity Market?" International Journal of Finance and Economics 27, no. 1 (2022): 45-60. https://doi.org/10.1002/ijfe.2136.
MLA (9th ed.) CitationRojo‐Suárez, Javier, et al. "Liquidity, Time‐varying Betas and Anomalies: Is the High Trading Activity Enhancing the Validity of the CAPM in the UK Equity Market?" International Journal of Finance and Economics, vol. 27, no. 1, 2022, pp. 45-60, https://doi.org/10.1002/ijfe.2136.