Explaining the magnitude of liquidity premia: The roles of return predictability, wealth shocks, and state-dependent transaction costs

Journal of Finance

Volumn 66, Issue 4, 2011, Pages 1329-1368

  Lynch, Anthony W ^a   Tan, Sinan ^b  

^a NEW YORK UNIVERSITY   (United States)

^b FORDHAM UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 79960493157     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.2011.01662.x     Document Type: Article

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