Author:
Duffie Darrell,Gârleanu Nicolae,Pedersen Lasse Heje
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Reference68 articles.
1. Asset pricing with liquidity risk
2. Asset pricing and the bid-ask spread
3. Liquidity and Asset Prices
4. Andrade G Chang C. Seasholes M. Predictable Reversals, Cross-Stock Effects, and the Limits of Arbitrage. 2005. Working paper, Haas School of Business, University of California.
Cited by
351 articles.
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