Explaining the magnitude of liquidity premia : the roles of return predictability, wealth shocks, and state-dependent transaction costs
Year of publication: |
2011
|
---|---|
Authors: | Lynch, Anthony W. ; Tan, Sinan |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 66.2011, 4, p. 1329-1368
|
Subject: | Kapitaleinkommen | Capital income | Liquidität | Liquidity | Portfolio-Management | Portfolio selection | Vermögenseffekt | Wealth effect | Transaktionskosten | Transaction costs | USA | United States |
-
Three essays in dynamic portfolio choice
Tan, Sinan, (2006)
-
Lynch, Anthony W., (2004)
-
Lynch, Anthony W., (2004)
- More ...
-
Labor income dynamics at business-cycle frequencies : implications for portfolio choice
Lynch, Anthony W., (2011)
-
Lynch, Anthony W., (2010)
-
Lynch, Anthony W., (2004)
- More ...