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Liquidity risk and expected stock returns
Pástor, Ľuboš (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001636396
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Liquidity risk and expected stock returns
Pástor, Ľuboš; Stambaugh, Robert F. - 2001
Persistent link: https://www.econbiz.de/10001609805
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Liquidity risk and expected stock returns
Pástor, Ľuboš; Stambaugh, Robert F. - In: Journal of political economy 111 (2003) 3, pp. 642-685
Persistent link: https://www.econbiz.de/10001767080
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Liquidity risk and expected stock returns
Pástor, Ľuboš (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011423
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Liquidity risk after 20 years
Pástor, Ľuboš; Stambaugh, Robert F. - 2019
Persistent link: https://www.econbiz.de/10012020238
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Two essays on government bond markets
Wang, Junbo - 2005
Persistent link: https://www.econbiz.de/10003906123
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Essays on stock momentum and asset liquidity
Sadka, Ronnie - 2003
Persistent link: https://www.econbiz.de/10003624563
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An extended macro-finance model with financial factors
Dewachter, Hans; Iania, Leonardo - 2009
Persistent link: https://www.econbiz.de/10003911369
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An extended macro-finance model with financial factors
Dewachter, Hans; Iania, Leonardo - 2010
, additional liquidity-related and return forecasting factors. Liquidity factors are obtained from a decomposition of the TED …-sectional fit of the yield curve. Second, we find that financial shocks, either in the form of liquidity or risk premium shocks …
Persistent link: https://www.econbiz.de/10003937808
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Three essays on corporate bonds and their impacts on firms' investment decisions
Fang, Ming - 2006
Persistent link: https://www.econbiz.de/10009267326