Author:
Amihud Yakov,Hameed Allaudeen,Kang Wenjin,Zhang Huiping
Funder
NUS Academic Research Grant
National Natural Science Foundation of China
Subject
Strategy and Management,Economics and Econometrics,Finance,Accounting
Reference45 articles.
1. Asset pricing with liquidity risk;Acharya;Journal of Financial Economics,2005
2. Leverage, moral hazard, and liquidity;Acharya;Journal of Finance,2011
3. Illiquidity and stock returns: cross-section and time-series effects;Amihud;Journal of Financial Markets,2002
4. The pricing of the illiquidity factor׳s systematic risk. Unpublished working paper;Amihud,2014
5. Asset pricing and the bid-ask spread;Amihud;Journal of Financial Economics,1986
Cited by
236 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