Information Journal Paper
APA:
CopyJOSE LUIS MIRALLES, MARCELO, & MARIA DEL MAR MIRALLES, QUIROS. (2006). THE ROLE OF AN ILLIQUIDITY RISK FACTOR IN ASSET PRICING: EMPIRICAL EVIDENCE FROM THE SPANISH STOCK MARKET. QUARTERLY REVIEW OF ECONOMICS AND FINANCE, 46(2), 254-267. SID. https://sid.ir/paper/595761/en
Vancouver:
CopyJOSE LUIS MIRALLES MARCELO, MARIA DEL MAR MIRALLES QUIROS. THE ROLE OF AN ILLIQUIDITY RISK FACTOR IN ASSET PRICING: EMPIRICAL EVIDENCE FROM THE SPANISH STOCK MARKET. QUARTERLY REVIEW OF ECONOMICS AND FINANCE[Internet]. 2006;46(2):254-267. Available from: https://sid.ir/paper/595761/en
IEEE:
CopyMARCELO JOSE LUIS MIRALLES, and QUIROS MARIA DEL MAR MIRALLES, “THE ROLE OF AN ILLIQUIDITY RISK FACTOR IN ASSET PRICING: EMPIRICAL EVIDENCE FROM THE SPANISH STOCK MARKET,” QUARTERLY REVIEW OF ECONOMICS AND FINANCE, vol. 46, no. 2, pp. 254–267, 2006, [Online]. Available: https://sid.ir/paper/595761/en