The Equilibrium Dynamics of Liquidity and Illiquid Asset Prices-Reference-Cited by-同舟云学术

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The Equilibrium Dynamics of Liquidity and Illiquid Asset Prices

Published:2012 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Buss Adrian,Dumas Bernard

Publisher

Elsevier BV

Reference72 articles.

1. Asset pricing with liquidity risk;Viral V Acharya;Journal of Financial Economics,2005

2. Asset pricing and the bid-ask spread;Yakov Amihud;Journal of Financial Economics,1986

3. Liquidity and stock returns;Yakov Amihud;Financial Analysts Journal,1986

4. Liquidity and asset prices;Yakov Amihud;Foundations and Trends in Finance,2005

5. Dynamic updates of the barrier parameter in primal-dual methods for nonlinear programming;Paul Armand;Computational Optimization and Applications,2008

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Transaction costs, liquidity risk, and the CCAPM;Journal of Banking & Finance;2016-02

2. Transaction Costs, Liquidity Risk, and the CCAPM;SSRN Electronic Journal;2015

3. International Asset Pricing with Recursive Preferences;The Journal of Finance;2013-11-12

4. Dynamic Equilibrium with Two Stocks, Heterogeneous Investors, and Portfolio Constraints;Review of Financial Studies;2013-06-21

5. Dynamic Equilibrium with Two Stocks, Heterogeneous Investors, and Portfolio Constraints;SSRN Electronic Journal;2013

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