مرکز منطقه ای اطلاع رساني علوم و فناوري - The pricing of systematic liquidity risk: Empirical evidence from the US stock market

Title of article :

The pricing of systematic liquidity risk: Empirical evidence from the US stock market

Author/Authors :

Rajna Gibson-Asner، نويسنده , , Nicolas Mougeot، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

157

To page :

178

Keywords :

Bivariate Garch , Equity risk premium , Systematic liquidity risk

Journal title :

Journal of Banking and Finance

Serial Year :

2004

Journal title :

Journal of Banking and Finance

Record number :

193562

Link To Document :