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A liquidity-augmented capital asset pricing model
Weimin Liu
Research output
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Journal Publication
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Article
›
peer-review
409
Citations (Scopus)
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Business & Economics
Capital Asset Pricing Model
100%
Liquidity Premium
90%
Fama-French Three-factor Model
79%
Liquidity
76%
Book-to-market Effect
51%
Cross-section of Stock Returns
44%
Factor Markets
38%
Anomaly
31%
Dividends
28%
Cash Flow
26%