Title of article :
Asset pricing with liquidity risk
Author/Authors :
Viral V. Acharya، نويسنده , , Lasse Heje Pedersen، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Keywords :
Liquidity risk , Liquidity-adjusted CAPM , Flight to liquidity , frictions , Transaction costs
Journal title :
Journal of Financial Economics
Journal title :
Journal of Financial Economics