Pricing the commonality across alternative measures of liquidity

Journal of Financial Economics

Volumn 87, Issue 1, 2008, Pages 45-72

  Korajczyk, Robert A ^a   Sadka, Ronnie ^b  

^a NORTHWESTERN UNIVERSITY   (United States)

^b UNIVERSITY OF WASHINGTON   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 36849005472     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2006.12.003     Document Type: Article

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