The world price of liquidity risk

Journal of Financial Economics

Volumn 99, Issue 1, 2011, Pages 136-161

  Lee, Kuan Hui ^a  

^a Korea University   (South Korea)

Author keywords

Asset pricing; Commonality in liquidity; Developed market; Emerging market; International finance; Liquidity; Liquidity risk; Liquidity adjusted capital asset pricing model; Market integration; Market segmentation; Mildly segmented market; Zero return

Indexed keywords

EID: 78149501029     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2010.08.003     Document Type: Article

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