Time-varying liquidity risk and the cross section of stock returns

Review of Financial Studies

Volumn 21, Issue 6, 2008, Pages 2449-2486

  Watanabe, Akiko ^a   Watanabe, Masahiro ^b,c  

^a UNIVERSITY OF ALBERTA   (Canada)

^b RICE UNIVERSITY   (United States)

^c RICE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 57349167499     PISSN: 08939454     EISSN: 14657368     Source Type: Journal    
DOI: 10.1093/rfs/hhm054     Document Type: Article

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