Illiquidity and stock returns: Cross-section and time-series effects

Journal of Financial Markets

Volumn 5, Issue 1, 2002, Pages 31-56

  Amihud, Yakov ^a  

^a NEW YORK UNIVERSITY   (United States)

Author keywords

Liquidity and asset pricing; Liquidity premium

Indexed keywords

EID: 0013068840     PISSN: 13864181     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1386-4181(01)00024-6     Document Type: Article

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