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~isPartOf:"Review of asset pricing studies"
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Commonality in liquidity
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Review of asset pricing studies
Journal of financial economics
61
The journal of finance : the journal of the American Finance Association
51
The review of financial studies
33
University of California at Los Angeles, Anderson Graduate School of Management
32
Journal of Finance
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Journal of financial and quantitative analysis : JFQA
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European financial management : the journal of the European Financial Management Association
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Review of Financial Studies
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Les cahiers de recherche / Centre d'Enseignement Supérieur des Affaires ; Ecole des Hautes Etudes Commerciales ; Institut Supérieur des Affaires ; Centre de Formation Continue ; Internat C.E.S.A.
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Staff Reports / Federal Reserve Bank of New York
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Stock market liquidity : implications for market microstructure and asset pricing
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An analysis of the Amihud illiquidity premium
Brennan, Michael J.
;
Huh, Sahn-wook
;
Subrahmanyam, Avanidhar
- In:
Review of asset pricing studies
3
(
2013
)
1
,
pp. 133-176
Persistent link: https://www.econbiz.de/10010188874
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2
The world price of credit risk
Avramov, Doron
;
Chordia, Tarun
;
Jostova, Gergana
; …
- In:
Review of asset pricing studies
2
(
2012
)
2
,
pp. 112-152
Persistent link: https://www.econbiz.de/10010097904
Saved in:
3
The world price of credit risk
Avramov, Doron
;
Chordia, Tarun
;
Jostova, Gergana
; …
- In:
Review of asset pricing studies
2
(
2012
)
2
,
pp. 112-152
Persistent link: https://www.econbiz.de/10009705286
Saved in:
4
Internationally correlated jumps
Pukthuanthong, Kuntara
;
Roll, Richard
- In:
Review of asset pricing studies
5
(
2015
)
1
,
pp. 92-111
Persistent link: https://www.econbiz.de/10011318433
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