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1
Time-varying
liquidity
risk and the cross section of stock returns
Watanabe, Akiko
;
Watanabe, Masahiro
- In:
The review of financial studies
21
(
2008
)
6
,
pp. 2449-2486
Persistent link: https://www.econbiz.de/10003805068
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2
Default risk, shareholder advantage, and stock returns
Garlappi, Lorenzo
;
Shu, Tao
;
Yan, Hong
- In:
The review of financial studies
21
(
2008
)
6
,
pp. 2743-2778
Persistent link: https://www.econbiz.de/10003805112
Saved in:
3
Market
liquidity
and funding
liquidity
Brunnermeier, Markus Konrad
;
Pedersen, Lasse Heje
- In:
The review of financial studies
22
(
2009
)
6
,
pp. 2201-2238
Persistent link: https://www.econbiz.de/10003866708
Saved in:
4
Bond
liquidity
premia
Fontaine, Jean-Sébastien
;
Garcia, René
- In:
The review of financial studies
25
(
2012
)
4
,
pp. 1207-1254
Persistent link: https://www.econbiz.de/10009520088
Saved in:
5
How is
liquidity
priced in global markets?
Chaieb, Ines
;
Errunza, Vihang R.
;
Langlois, Hugues
- In:
The review of financial studies
34
(
2021
)
9
,
pp. 4216-4268
Persistent link: https://www.econbiz.de/10012621495
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6
Price impact or trading volume : why Is the Amihud (2002) measure priced?
Lou, Xiaoxia
;
Shu, Tao
- In:
The review of financial studies
30
(
2017
)
12
,
pp. 4481-4520
Persistent link: https://www.econbiz.de/10011924600
Saved in:
7
Illiquidity premia in the equity options market
Christoffersen, Peter F.
;
Goyenko, Ruslan
;
Jacobs, Kris
; …
- In:
The review of financial studies
31
(
2018
)
3
,
pp. 811-851
Persistent link: https://www.econbiz.de/10011925271
Saved in:
8
An asset pricing approach to
liquidity
effects in corporate bond markets
Bongaerts, Dion
;
Jong, Frank de
;
Driessen, Joost
- In:
The review of financial studies
30
(
2017
)
4
,
pp. 1229-1269
Persistent link: https://www.econbiz.de/10011749361
Saved in:
9
Illiquidity and stock returns II : cross-section and time-series effects
Amihud, Yakov
;
Noh, Joonki
- In:
The review of financial studies
34
(
2021
)
4
,
pp. 2101-2123
Persistent link: https://www.econbiz.de/10012504735
Saved in:
10
The demand for money, near-money, and treasury bonds
Krishnamurthy, Arvind
;
Li, Wenhao
- In:
The review of financial studies
36
(
2023
)
5
,
pp. 2091-2130
Persistent link: https://www.econbiz.de/10014320609
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