1. The Dynamic Properties of Financial-Market Equilibrium with Trading Fees. (2015). Dumas, Bernard ; Buss, Adrian.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:21421.

   Full description at Econpapers || Download paper

2. Trading Fees and Slow-Moving Capital. (2015). Dumas, Bernard ; Buss, Adrian.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:10737.

   Full description at Econpapers || Download paper

1. Acharya, V. V., and L. H. Pedersen, 2005, “Asset Pricing with Liquidity Risk,” Journal of Financial Economics, 77, 375–410.

2. Amihud, Y., H. Mendelson, and L. H. Pedersen, 2005, “Liquidity and Asset Prices,” Foundations and Trends in Finance, 1, 269–364.

3. Ang, A., 2013, “Illiquid Asset Investing,” Working Paper, Columbia University.
   Paper not yet in RePEc: Add citation now
   

4. Ang, A., and M. Sorensen, 2012, “Risks, Returns, and Optimal Holdings of Private Equity: A Survey of Existing Approaches,” Quarterly Journal of Finance, 2, 1250011.

5. Ang, A., and M. Sorensen, 2013, “Investing in Private Equity,” Alternative Investment Analyst Review, 2, 21–31.
   Paper not yet in RePEc: Add citation now
   

6. Barberis, N., 2000, “Investing for the Long Run when Returns Are Predictable,” Journal of Finance, 55, 225–264.

7. Barberis, N., R. Greenwood, L. Jin, and A. Shleifer, 2014, “X-CAPM: An Extrapolative Capital Asset Pricing Model,” Journal of Financial Economics.

8. Basak, S., 2005, “Asset Pricing with Heterogeneous Beliefs,” Journal of Banking and Finance, 29, 2849–2881.

9. Beber, A., and M. Pagano, 2013, “Short-Selling Banks from Around the World: Evidence from the 2007–09 Crisis,” Journal of Finance, 68, 343–381.
   Paper not yet in RePEc: Add citation now
   

10. Beeler, J., and J. Y. Campbell, 2012, “The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment,” Critical Finance Review, 1, 141–182.

11. Bhamra, H. S., and R. Uppal, 2014, “Asset Prices with Heterogeneity in Preferences and Beliefs,” Review of Financial Studies, 27, 519–580.

12. Brandt, M. W., A. Goyal, P. Santa-Clara, and J. R. Stroud, 2005, “A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability,” Review of Financial Studies, 18, 831–873.

13. Brennan, M. J., 1998, “The Role of Learning in Dynamic Portfolio Decisions,” European Finance Review, 1, 295–306.

14. Brown, K., and C. Tiu, 2013, “The Interaction of Spending Policies, Asset Allocation Strategies, and Investment Performance at University Endowment Funds,” Working Paper 19517, National Bureau of Economic Research.

15. Buraschi, A., R. Kosowski, and F. Trojani, 2014, “When There Is No Place to Hide: Correlation Risk and the Cross-Section of Hedge Fund Returns,” Review of Financial Studies, 27, 581–616.

16. Buss, A., and B. Dumas, 2014, “Equilibrium with Transactions Fees: A Qualitative and Quantitative Assessment,” Working Paper, INSEAD.
    Paper not yet in RePEc: Add citation now
    

17. Christiano, L. J., and J. D. Fisher, 2000, “Algorithms for Solving Dynamic Models With Occasionally Binding Constraints,” Journal of Economic Dynamics and Control, 24, 1179–1232.

18. Cochrane, J. H., 2005, “The Risk and Return of Venture Capital,” Journal of Financial Economics, 75, 3–52.

19. Collett, D., C. Lizieri, and C. Ward, 2003, “Timing and the Holding Periods of Institutional Real Estate,” Real Estate Economics, 31, 205–222.

20. Collin-Dufresne, P., M. Johannes, and L. A. Lochstoer, 2013, “Parameter Learning in General Equilibrium: The Asset Pricing Implications,” Working Paper, University of Lausanne and Columbia University.

21. Collin-Dufresne, P., M. Johannes, and L. A. Lochstoer, 2014, “Asset Pricing When ‘This Time is Different’,” Working Paper, University of Lausanne and Columbia University.
    Paper not yet in RePEc: Add citation now
    

22. Cuoco, D., and H. He, 2001, “Dynamic Aggregation and Computation of Equilibria in Finite-Dimensional Economies with Incomplete Financial Markets,” Annals of Economics and Finance, 2, 265–296.

23. Detemple, J. B., 1986, “Asset Pricing in a Production Economy with Incomplete Information, ” Journal of Finance, 41, 383–391.

24. Detemple, J. B., and S. Murthy, 1994, “Intertemporal Asset Pricing with Heterogeneous Beliefs,” Journal of Economic Theory, 62, 294–320.
    Paper not yet in RePEc: Add citation now
    

25. Dhar, R., and W. N. Goetzman, William N., 2005, “Institutional Perspectives on Real Estate Investing: The Role of Risk and Uncertainty,” Yale ICF Working Paper No. 05-20.

26. Dothan, M. U., and D. Feldman, 1986, “Equilibrium Interest Rates and Multiperiod Bonds in a Partially Observable Economy,” Journal of Finance, 41, 369–382.

27. Dufwenberg, M., T. Lindqvist, and E. Moore, 2005, “Bubbles and Experience: An Experiment, ” American Economic Review, 95, 1731–1737.

28. Dumas, B., A. Kurshev, and R. Uppal, 2009, “Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility,” Journal of Finance, 64, 579–629.

29. Dumas, B., and A. Lyasoff, 2012, “Incomplete-Market Equilibria Solved Recursively on an Event Tree,” Journal of Finance, 67, 1897–1941.

30. Ehling, P., A. Graniero, and C. Heyerdahl-Larsen, 2014, “Asset Prices and Portfolio Choice with Learning from Experience,” Working Paper, London Business School.

31. Epstein, L. G., and S. Zin, 1989, “Substitution, Risk Aversion and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework,” Econometrica, 57, 937–969.

32. Florance, A. C., N. G. Miller, R. Peng, and J. Spivey, 2010, “Slicing, Dicing, and Scoping the Size of the U.S. Commercial Real Estate Market,” Journal of Real Estate Portfolio Management, 16, 101–118.
    Paper not yet in RePEc: Add citation now
    

33. Franzoni, F., E. Nowak, and L. Phalippou, 2012, “Private Equity Performance and Liquidity Risk,” Journal of Finance, 67, 2341–2373.

34. Garleˆ anu, N., and L. H. Pedersen, 2014, “Dynamic Portfolio Choice with Frictions,” Working Paper.
    Paper not yet in RePEc: Add citation now
    

35. Gennotte, G., 1986, “Optimal Portfolio Choice Under Incomplete Information,” Journal of Finance, 41, 733–746.

36. Ghysels, E., A. Plazzi, W. N. Torous, and R. I. Valkanov, 2012, “Forecasting Real Estate Prices,” in G. Elliott, and Allan G. Timmermann (ed.), Handbook of Economic Forecasting . , vol. II, Elsevier.
    Paper not yet in RePEc: Add citation now
    
37. Goetzman, W. N., and S. Oster, 2012, “Competition Among University Endowments,” Working Paper 18173, National Bureau of Economic Research.
    Paper not yet in RePEc: Add citation now
    

38. Greenwood, R., and S. Nagel, 2009, “Inexperienced Investors and Bubbles,” Journal of Financial Economics, 93, 239–258.

39. Harris, R. S., T. Jenkinson, and S. N. Kaplan, 2014, “Private Equity Performance: What Do We Know?,” Journal of Finance, 69, 1851–1882.

40. Harrison, J. M., and D. M. Kreps, 1978, “Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations,” Quarterly Journal of Economics, 92, 323–336.

41. Heaton, J., and D. J. Lucas, 1996, “Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing,” Journal of Political Economy, 104, 443–487.

42. Hege, U., and A. Nuti, 2011, “The Private Equity Secondaries Market During the Financial Crisis and the “Valuation Gap”,” Journal of Private Equity, 14, 42–54.

43. Hussam, R. N., D. Porter, and V. L. Smith, 2008, “Thar She Blows: Can Bubbles Be Rekindled with Experienced Subjects?,” American Economic Review, 98, 924–37.

44. Kaplan, S. N., and A. Schoar, 2005, “Private Equity Performance: Returns, Persistence, and Capital Flows,” Journal of Finance, 60, 1791–1823.

45. Kaustia, M., and S. Kn upfer, 2008, “Do Investors Overweight Personal Experience? Evidence from IPO Subscriptions,” Journal of Finance, 63, 2679–2702.
    Paper not yet in RePEc: Add citation now
    

46. Lerner, J., A. Schoar, and J. Wang, 2008, “Secrets of the Academy: The Drivers of University Endowment Success,” Journal of Economic Perspectives, 22, 207–22.

47. Longstaff, F. A., 2009, “Financial Claustrophobia: Asset Pricing in Illiquid Markets,” American Economic Review, 99, 1119–1144.
    Paper not yet in RePEc: Add citation now
    

48. Lucas, R. J., 1978, “Asset Prices in an Exchange Economy,” Econometrica, 46, 1429–1445.

49. Malmendier, U., and S. Nagel, 2011, “Depression Babies: Do Macroeconomic Experiences Affect Risk Taking?,” Quarterly Journal of Economics, 126, 373–416.

50. Malmendier, U., and S. Nagel, 2014, “Learning from Inflation Experiences,” forthcoming in Quarterly Journal of Economics.
    Paper not yet in RePEc: Add citation now
    

51. Miller, E., 1977, “Risk, Uncertainty, and Divergence of Opinion,” Journal of Finance, 32, 1151–1168.

52. Minka, T. P., 2003, “Bayesian Inference, Entropy, and the Multinomial Distribution,” Online tutorial.
    Paper not yet in RePEc: Add citation now
    

53. Morris, S., 1995, “The Common Prior Assumption in Economic Theory,” Economics and Philosophy, 11, 227–253.

54. Moskowitz, T. J., and A. Vissing-Jorgensen, 2002, “The Returns to Entrepreneurial Investment: A Private Equity Premium Puzzle?,” American Economic Review, 92, 745–778.

55. Phalippou, L., 2009, “Beware of Venturing Into Private Equity,” Journal of Economic Perspectives, 23, 147–166.

56. Phalippou, L., and O. Gottschalg, 2009, “The Performance of Private Equity Funds,” Review of Financial Studies, 22, 1747–1776.

57. Preqin Special Report, 2013a, “Private Equity Secondary Market,” https://www.preqin. com.
    Paper not yet in RePEc: Add citation now
    

58. Scheinkman, J. A., and W. Xiong, 2003, “Overconfidence and Speculative Bubbles,” Journal of Political Economy, 111, 1183–1219.

59. Seru, A., T. Shumway, and N. Stoffman, 2010, “Learning by Trading,” Review of Financial Studies, 23, 705–739.

60. Smith, V. L., G. L. Suchanek, and A. W. Williams, 1988, “Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets,” Econometrica, 56, 1119–1151.

61. Swensen, D. F., 2009, Pioneering Portfolio Management, The Free Press.
    Paper not yet in RePEc: Add citation now
    

62. Vayanos, D., 1998, “Transaction Costs and Asset Prices: A Dynamic Equilibrium Model,” Review of Financial Studies, 11, 1–58.

63. Vayanos, D., and J. Wang, 2012, “Liquidity and Asset Returns Under Asymmetric Information and Imperfect Competition,” Review of Financial Studies, 25, 1339–1365.

64. Vayanos, D., and J. Wang, 2013, “Market Liquidity—Theory and Empirical Evidence,” in George M. Constantinides, Milton Harris, and Ren e M. Stulz (ed.), Handbook of the Economics of Finance, vol. 2B, . chap. 19, pp. 1289–1361, Elsevier, Amsterdam.

65. Vissing-Jorgenson, A., 2003, “Behavioral Finance: An Impartial Assessment or: Does Irrationality Disappear with Wealth? Evidence from Expectations and Actions,” NBER Macroeconomics Annual.
    Paper not yet in RePEc: Add citation now
    

66. Weil, P., 1990, “Nonexpected Utility in Macroeconomics,” Quarterly Journal of Economics, 105, 29–42.

67. Welch, K. T., 2014, “Private Equity Diversification Illusion: Economic Comovement and Fair Value Reporting,” Working Paper, Harvard Business School.
    Paper not yet in RePEc: Add citation now
    

68. Williams, J. T., 1977, “Capital Asset Prices with Heterogeneous Beliefs,” Journal of Financial Economics, 5, 219–239.

69. Zapatero, F., 1998, “Effect of Financial Innovations on Market Volatility when Beliefs are Heterogeneous,” Journal of Economic Dynamics and Control, 22, 597–626.
    Paper not yet in RePEc: Add citation now
    

1. Persistence in Financial Connectedness and Systemic Risk. (2023). Baruník, Jozef ; Ellington, Michael.
   In: Papers.
   RePEc:arx:papers:2007.07842.

   Full description at Econpapers || Download paper

2. Opinion divergence, unexpected trading volume and stock returns: Evidence from China. (2015). Qin, LU ; Chen, Lin ; Zhu, Hongquan.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:36:y:2015:i:c:p:119-127.

   Full description at Econpapers || Download paper

3. Measuring the liquidity part of volume. (2015). darolles, serge ; Mero, Gulten ; le Fol, Gaelle.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:50:y:2015:i:c:p:92-105.

   Full description at Econpapers || Download paper

4. Does stock market liquidity explain real economic activity? New evidence from two large European stock markets. (2015). Kyriazis, Dimitris ; ARTIKIS, PANAGIOTIS ; Apergis, Nicholas.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:38:y:2015:i:c:p:42-64.

   Full description at Econpapers || Download paper

5. Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907. (2015). Gehrig, Thomas ; Fohlin, Caroline ; Haas, Marlene.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:10497.

   Full description at Econpapers || Download paper

6. Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets. (2015). Vilkov, Grigory ; Uppal, Raman ; Buss, Adrian.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:10437.

   Full description at Econpapers || Download paper

7. The General Structure of Optimal Investment and Consumption with Small Transaction Costs. (2015). Muhle-Karbe, Johannes ; Kallsen, Jan.
   In: Papers.
   RePEc:arx:papers:1303.3148.

   Full description at Econpapers || Download paper

8. The Impact of Hedge Funds on Asset Markets. (2014). Ramadorai, Tarun ; Patton, Andrew ; Kruttli, Mathias.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:10151.

   Full description at Econpapers || Download paper

9. Foreign Institutional Investors and Stock Market Liquidity in China: State Ownership, Trading Activity and Information Asymmetry. (2013). Suardi, Sandy ; Ding, Mingfa ; Nilsson, Birger.
   In: Working Papers.
   RePEc:hhs:lunewp:2013_010.

   Full description at Econpapers || Download paper

10. Finance: Function Matters, Not Size. (2013). Cochrane, John.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:27:y:2013:i:2:p:29-50.

    Full description at Econpapers || Download paper

11. Flight to liquidity due to heterogeneity in investment horizon. (2012). Wang, Xuewu ; Lei, Qin.
    In: China Finance Review International.
    RePEc:eme:cfripp:v:2:y:2012:i:2:p:316-350.

    Full description at Econpapers || Download paper

12. Primary market characteristics and secondary market frictions of stocks. (2012). Boehme, Rodney ; Çolak, Gönül, .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:15:y:2012:i:2:p:286-327.

    Full description at Econpapers || Download paper

13. Liquidity problems in the FX liquid market: Ask for the BIL.. (2010). Le Fol, Gaelle ; Idier, Julien ; Borgy, Vladimir.
    In: Working papers.
    RePEc:bfr:banfra:279.

    Full description at Econpapers || Download paper

14. Credit Default Swaps Liquidity modeling: A survey. (2010). Brigo, Damiano ; Predescu, Mirela ; Capponi, Agostino.
    In: Papers.
    RePEc:arx:papers:1003.0889.

    Full description at Econpapers || Download paper

15. Illiquidity and Stock Returns. (2010). Mooradian, Robert M..
    In: Review of Applied Economics.
    RePEc:ags:reapec:143268.

    Full description at Econpapers || Download paper

16. Dynamic Sources of Sovereign Bond Market Liquidity. (2009). .
    In: MPRA Paper.
    RePEc:pra:mprapa:19677.

    Full description at Econpapers || Download paper

17. The diminishing liquidity premium. (2008). Kadan, Ohad ; Ben-Rephael, Azi ; Wohl, Avi.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200852.

    Full description at Econpapers || Download paper

18. MARKET RISK DYNAMICS AND COMPETITIVENESS AFTER THE EURO: Evidence from EMU Members. (2008). Pieirochousa, Juan ; Melikyan, Davit N. ; Tamazian, Artur.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2008-916.

    Full description at Econpapers || Download paper

19. Hedge Fund Contagion and Liquidity. (2008). Stulz, René ; Boyson, Nicole M. ; Stahel, Christof W..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14068.

    Full description at Econpapers || Download paper

20. The Risk Components of Liquidity. (2008). Skjeltorp, Johannes ; Næs, Randi ; Nas, Randi ; Chollete, Loran.
    In: Discussion Papers.
    RePEc:hhs:nhhfms:2008_007.

    Full description at Econpapers || Download paper

21. Liquidity and leverage. (2008). Shin, Hyun Song ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:328.

    Full description at Econpapers || Download paper

22. Is There Hedge Fund Contagion?. (2008). Stulz, René ; Boyson, Nicole ; Stahel, Christof.
    In: Working Papers.
    RePEc:ecl:upafin:08-2.

    Full description at Econpapers || Download paper

23. Hedge Fund Contagion and Liquidity. (2008). Stulz, René ; Boyson, Nicole M. ; Stahel, Christof W..
    In: Working Paper Series.
    RePEc:ecl:ohidic:2008-8.

    Full description at Econpapers || Download paper

24. Commodity Price Exposure and Ownerhsip Clienteles. (2008). Davies, Phil ; Schrand, Catherine ; Minton, Bernadette.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2008-7.

    Full description at Econpapers || Download paper

25. Expected returns and liquidity risk: Does entrepreneurial income matter?. (2008). Saffi, Pedro.
    In: IESE Research Papers.
    RePEc:ebg:iesewp:d-0749.

    Full description at Econpapers || Download paper

26. Portfolio choice and the effects of liquidity. (2007). Rubio, Gonzalo ; Gonzalez, Ana.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1035.

    Full description at Econpapers || Download paper

27. Slow Moving Capital. (2007). Pedersen, Lasse ; Mitchell, Mark ; Pulvino, Todd .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12877.

    Full description at Econpapers || Download paper

28. Three Liquidity Crises in Retrospective: Implications for Central Banking Today. (2007). Sauer, Stephan.
    In: Discussion Papers in Economics.
    RePEc:lmu:muenec:2011.

    Full description at Econpapers || Download paper

29. Managing international portfolios with small capitalization stocks. (2007). Nicodano, Giovanna ; Guidolin, Massimo.
    In: Working Papers.
    RePEc:fip:fedlwp:2007-030.

    Full description at Econpapers || Download paper

30. Common Patterns in Commonality in Returns, Liquidity, and Turnover around the World. (2007). van Dijk, Mathijs ; Karolyi, G. ; LEE, KUANHUI .
    In: Working Paper Series.
    RePEc:ecl:ohidic:2007-16.

    Full description at Econpapers || Download paper

31. Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements. (2007). Ramadorai, Tarun ; Campbell, John ; Schwartz, Allie .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6390.

    Full description at Econpapers || Download paper

32. Fire Sales, Foreign Entry and Bank Liquidity. (2007). Yorulmazer, Tanju ; Shin, Hyun Song ; Acharya, Viral.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6309.

    Full description at Econpapers || Download paper

33. Slow Moving Capital. (2007). Pedersen, Lasse ; Mitchell, Mark ; Pulvino, Todd .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6117.

    Full description at Econpapers || Download paper

34. Flight-to-Quality or Flight-to-Liquidity? Evidence From the Euro-Area Bond Market. (2006). Beber, Alessandro ; Brandt, Michael W. ; Kavajecz, Kenneth A..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12376.

    Full description at Econpapers || Download paper

35. A Skeptical Appraisal of Asset-Pricing Tests. (2006). Shanken, Jay ; Nagel, Stefan ; Lewellen, Jonathan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12360.

    Full description at Econpapers || Download paper

36. Valuation in Over-the-Counter Markets. (2006). Pedersen, Lasse ; Duffie, Darrell ; Garleanu, Nicolae.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12020.

    Full description at Econpapers || Download paper

37. The relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns in G7 countries. (2006). Guo, Hui ; Savickas, Robert.
    In: Working Papers.
    RePEc:fip:fedlwp:2006-036.

    Full description at Econpapers || Download paper

38. The Nontradable Share Reform in the Chinese Stock Market. (2006). Bortolotti, Bernardo ; Beltratti, Andrea.
    In: Working Papers.
    RePEc:fem:femwpa:2006.131.

    Full description at Econpapers || Download paper

39. Liquidity and Expected Returns: Lessons from Emerging Markets. (2006). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5946.

    Full description at Econpapers || Download paper

40. Valuation in Over-the-Counter Markets. (2006). Pedersen, Lasse ; Duffie, Darrell ; Garleanu, Nicolae B..
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5491.

    Full description at Econpapers || Download paper

41. Liquidity and Expected Returns: Lessons From Emerging Markets. (2005). Lundblad, Christian ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11413.

    Full description at Econpapers || Download paper

42. Idiosyncratic volatility, stock market volatility, and expected stock returns. (2005). Guo, Hui.
    In: Working Papers.
    RePEc:fip:fedlwp:2003-028.

    Full description at Econpapers || Download paper

43. The World Price of Liquidity Risk. (2005). Lee, Kuan-Hui.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2006-10.

    Full description at Econpapers || Download paper

44. Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks and State-Dependent Transaction Costs. (2004). Tan, Sinan ; Lynch, Anthony W..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10994.

    Full description at Econpapers || Download paper

45. Predatory Trading. (2004). Pedersen, Lasse ; Brunnermeier, Markus.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10755.

    Full description at Econpapers || Download paper

46. Predatory Trading. (2004). Pedersen, Lasse ; Brunnermeier, Markus.
    In: Econometric Society 2004 North American Winter Meetings.
    RePEc:ecm:nawm04:425.

    Full description at Econpapers || Download paper

47. Liquidity Black Holes. (2003). Shin, Hyun Song ; Morris, Stephen.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1434.

    Full description at Econpapers || Download paper

48. Asset pricing and systematic liquidity risk: an empirical investigation of the Spanish stock market. (2002). Miguel Angel A. Martinez, ; Rubio, Gonzalo ; Nieto, Belen.
    In: DFAEII Working Papers.
    RePEc:ehu:dfaeii:200205.

    Full description at Econpapers || Download paper

49. Asset pricing and systematic liquidity risk: an empirical investigation of the Spanish stock market. (2002). Martinez Sedano, Miguel ; Tapia, Mikel ; Rubio, Gonzalo ; Nieto, Belen.
    In: DEE - Working Papers. Business Economics. WB.
    RePEc:cte:wbrepe:wb026022.

    Full description at Econpapers || Download paper

50. Liquidity Risk and Expected Stock Returns. (2002). Stambaugh, Robert ; Pastor, Lubos.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3494.

    Full description at Econpapers || Download paper

Report date: 2025-09-09 14:01:09 || Missing content? Let us know