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
364 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