Work

Pricing Liquidity Risk with Heterogeneous Investment Horizons

Year: 2011

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1964709

Authors: Alessandro Beber, Joost Driessen, Patrick Tuijp

Institutions: Centre for Economic Policy Research, Tilburg University, University of Amsterdam

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2167997757

Cites: 49

Cited by: 22

Related to: 10