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Asset pricing with liquidity risk
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Asset pricing with liquidity risk
Asset pricing with liquidity risk
VA
Viral V. Acharya
Viral V. Acharya
Lasse Heje Pedersen
Lasse Heje Pedersen
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31 August 2005
journal article
Published by
Elsevier BV
in
Journal of Financial Economics
Vol. 77
(2)
,
375-410
https://doi.org/10.1016/j.jfineco.2004.06.007
Abstract
No abstract available
Keywords
G12
LIQUIDITY RISK
LIQUIDITY-ADJUSTED CAPM
FLIGHT TO LIQUIDITY
FRICTIONS
TRANSACTION COSTS
Cited by 1790 articles