Portfolio choice and the effects of liquidity
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance
Link
http://link.springer.com/article/10.1007/s13209-010-0025-4/fulltext.html
Reference26 articles.
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2. Amihud Y (2002) Illiquidity and stock returns: cross section and time series effects. J Financ Mark 5: 31–56
3. Amihud Y, Mendelson H (1986) Asset pricing and the bid-ask spread. J Financ Econ 17: 223–249
4. Amihud Y, Mendelson H, Pedersen L (2005) Liquidity and asset prices. Found Trends Finance 1: 269–364
5. Biais B, Glosten L, Spatt C (2005) Market microstructure: a survey of microfoundations, empirical results, and policy implications. J Financ Mark 8: 217–264
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