Asset Pricing and Mispricing

Author:

Brennan Michael J.,Wang Ashley

Publisher

Elsevier BV

Reference60 articles.

1. Asset Pricing with Liquidity Risk;V V Acharya;Journal of Financial Economics,2005

2. Illiquidity and Stock Returns: Cross-section and Time-series Effects;Y Amihud;Journal of Financial Markets,2002

3. Asset Pricing and the Bid-ask Spread;Y Amihud;Journal of Financial Economics,1986

4. Trading Mechanisms and Stock Returns: An Empirical Investigation;Y Amihud;The Journal of Finance,1987

5. Liquidity and Asset Prices

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