Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks, and State-Dependent Transaction Costs
ANTHONY W. LYNCH, SINAN TANVolume:
66
Year:
2011
Language:
english
Pages:
40
DOI:
10.1111/j.1540-6261.2011.01662.x
File:
PDF, 463 KB
english, 2011