Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns
Year of publication: |
2015
|
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Authors: | Fontaine, Jean-Sébastien ; Garcia, René ; Gungor, Sermin |
Institutions: | Bank of Canada |
Subject: | Asset Pricing | Financial markets |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | 57 pages |
Classification: | E - Macroeconomics and Monetary Economics ; E4 - Money and Interest Rates ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; H - Public Economics ; H1 - Structure and Scope of Government ; h12 |
Source: |
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Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns
Fontaine, Jean-Sébastien, (2015)
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Funding liquidity, market liquidity and the cross-section of stock returns
Fontaine, Jean-Sébastien, (2015)
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Cash-in-the-market pricing in a model with money and over-the-counter financial markets
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Fontaine, Jean-Sébastien, (2009)
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Fontaine, Jean-Sébastien, (2009)
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Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns
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