Book contents
- Frontmatter
- Contents
- Acknowledgments
- Introduction and Overview of the Book
- Part I The Effect of Liquidity Costs on Securities Prices and Returns
- Part II Liquidity Risk
- Chapter 4 Illiquidity and Stock Returns:Cross-Section and Time-Series Effects
- Illiquidity and Stock Returns Cross-Section and Time-Series Effects*
- Chapter 5 Asset Pricing with Liquidity Risk
- Part III Liquidity Crises
- References for Introductions and Summaries
- Index
Chapter 4 - Illiquidity and Stock Returns:Cross-Section and Time-Series Effects
Summary and Implications
Published online by Cambridge University Press: 05 December 2012
- Frontmatter
- Contents
- Acknowledgments
- Introduction and Overview of the Book
- Part I The Effect of Liquidity Costs on Securities Prices and Returns
- Part II Liquidity Risk
- Chapter 4 Illiquidity and Stock Returns:Cross-Section and Time-Series Effects
- Illiquidity and Stock Returns Cross-Section and Time-Series Effects*
- Chapter 5 Asset Pricing with Liquidity Risk
- Part III Liquidity Crises
- References for Introductions and Summaries
- Index
Summary
- Type
- Chapter
- Information
- Market LiquidityAsset Pricing, Risk, and Crises, pp. 105 - 109Publisher: Cambridge University PressPrint publication year: 2012
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