Micro(structure) before Macro? The Predictive Power of Aggregate Illiquidity for Stock Returns and Economic Activity
Chen, Yong, Eaton, Gregory W., Paye, Bradley S.Language:
english
Journal:
Journal of Financial Economics
DOI:
10.1016/j.jfineco.2018.05.011
Date:
May, 2018
File:
PDF, 3.46 MB
english, 2018