Liquidity risk and expected stock returns

Journal of Political Economy

Volumn 111, Issue 3, 2003, Pages 642-685

  Pástor, Ľuboš ^a   Stambaugh, Robert F ^b  

^a UNIVERSITY OF CHICAGO   (United States)

^b UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

MARKET CONDITIONS; PRICE DYNAMICS; RISK FACTOR; STOCK MARKET;

EID: 0041402718     PISSN: 00223808     EISSN: None     Source Type: Journal    
DOI: 10.1086/374184     Document Type: Article

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