Do the LCAPM Predictions Hold? Replication and Extension Evidence
Has this study been replicated?
This paper is itself a replication attempt. The study it set out to replicate is listed below.
Study replicated
- Asset pricing with liquidity risk, ACHARYA & PEDERSEN (2005). Journal of Financial Economics. View paper
Cite this record
Holden, C. W., & Nam, J. (2019). Do the LCAPM Predictions Hold?Replication and Extension Evidence. Critical Finance Review, 8(1–2), 29–71. https://doi.org/10.1561/104.00000071
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