Search Frictions and Asset Price Volatility

B Ravikumar and Enchuan Shao

No 227, 2005 Meeting Papers from Society for Economic Dynamics

Keywords: Excess volatility; liquidity (search for similar items in EconPapers)
JEL-codes: G12 E4 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-fin and nep-fmk
Date: 2005
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Working Paper: Search Frictions and Asset Price Volatility (2010)
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Persistent link: http://EconPapers.repec.org/RePEc:red:sed005:227

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