The Asset Pricing Effects of UK Market Liquidity Shocks: Evidence from Tick Data

Mark Hutchinson

doi:10.2139/ssrn.2378219

The Asset Pricing Effects of UK Market Liquidity Shocks: Evidence from Tick Data

Mark Hutchinson

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	SSRN Electronic Journal
DOIs	https://doi.org/10.2139/ssrn.2378219
Publication status	Published - 2014

Keywords

Market liquidity
Capital asset pricing model
Asset (computer security)
Business
Financial economics
Monetary economics
Economics
Consumption-based capital asset pricing model
Liquidity risk
Computer science
Computer security

Access to Document

10.2139/ssrn.2378219

https://openalex.org/W2010864377Licence: CC BY-NC-ND

Cite this

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title = "The Asset Pricing Effects of UK Market Liquidity Shocks: Evidence from Tick Data",

keywords = "Market liquidity, Capital asset pricing model, Asset (computer security), Business, Financial economics, Monetary economics, Economics, Consumption-based capital asset pricing model, Liquidity risk, Computer science, Computer security",

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journal = "SSRN Electronic Journal",

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