RT Journal Article SR Electronic T1 The Surprising Bond Between CAPM and the Meaning of Liquidity JF Trading FD Institutional Investor Journals SP 1 OP 1 VO 2007 IS 2 A1 Peter L. Bernstein YR 2007 UL http://guides.pm-research.com/content/2007/2/1.1.abstract AB From the consulting editor of The Journal of Portfolio Management.