Soon-Ho Kim

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Department of Functional Machinery and Mechanics, Shinshu University, Ueda 386-8567, Japan Nuclear Materials Research Division, Korea Atomic Energy Research Institute (KAERI), Daejeon 305-353, Korea Department of Automotive Mechanical Engineering, College of Engineering, Silla University, Busan 617-736, Korea Advanced Reprocessing Materials Development(More)
Article history: Received 19 July 2012 Received in revised form 21 November 2013 Accepted 28 November 2013 Available online 7 December 2013 We investigate the pricing implication of liquidity risks in the liquidity-adjusted capital asset pricing model of Acharya and Pedersen (2005), using multiple liquidity measures and their principal component. While we(More)
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