Work

Liquidity Risk and Expected Stock Returns

Year: 2001

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.279804

Authors: Lubos Pastor, Robert F. Stambaugh

Institutions: National Bureau of Economic Research, University of Chicago, Centre for Economic Policy Research, University of Pennsylvania

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2143139512

Cites: 48

Cited by: 958

Related to: 10