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~isPartOf:"The review of financial studies"
~person:"Dow, James"
~person:"Stambaugh, Robert F."
~person:"Vayanos, Dimitri"
~subject:"Factor analysis"
~subject:"Share price"
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Dow, James
Stambaugh, Robert F.
Vayanos, Dimitri
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The review of financial studies
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Transaction costs and asset prices : a dynamic equilibrium model
Vayanos, Dimitri
- In:
The review of financial studies
11
(
1998
)
1
,
pp. 1-58
Persistent link: https://www.econbiz.de/10001239347
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Liquidity and asset returns under asymmetric information and imperfect competition
Vayanos, Dimitri
;
Wang, Jiang
- In:
The review of financial studies
25
(
2012
)
5
,
pp. 1339-1365
Persistent link: https://www.econbiz.de/10009536416
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3
Mispricing factors
Stambaugh, Robert F.
;
Yuan, Yu
- In:
The review of financial studies
30
(
2017
)
4
,
pp. 1270-1315
Persistent link: https://www.econbiz.de/10011749371
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