Work

Time-Varying Liquidity Risk and the Cross Section of Stock Returns

Year: 2007

Type: article

Source: Review of Financial Studies

DOI: 10.2139/ssrn.895763

Authors: Akiko Watanabe, Masahiro Watanabe

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3125469888

FWCI: 15.07

Cites: 39

Cited by: 224

Related to: 10