Stock and bond liquidity and its effect on prices and financial policies

Financial Markets and Portfolio Management

Volumn 20, Issue 1, 2006, Pages 19-32

  Amihud, Yakov ^a   Mendelson, Haim ^b  

^a NEW YORK UNIVERSITY   (United States)

^b STANFORD UNIVERSITY   (United States)

Author keywords

Asset prices; Liquidity risk premia; Market efficiency

Indexed keywords

EID: 33748869669     PISSN: 15554961     EISSN: 1555497X     Source Type: Journal    
DOI: 10.1007/s11408-006-0001-y     Document Type: Article

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