Explaining the magnitude of liquidity premia The roles of return predictability, wealth shocks, and state-dependent transaction costs.

Explaining the magnitude of liquidity premia The roles of return predictability, wealth shocks, and state-dependent transaction costs.

Manylion Llyfryddiaeth
Cyhoeddwyd yn:Journal of Finance V. 66, 1-6 (2011).
Prif Awdur: Lynch, Anthony W.
Fformat: Erthygl
Iaith:English
Pynciau:
Liquidity.
Transaction costs.
Rates of return.