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Search Frictions and Asset Price Volatility
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
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Downloads: (external link) http://repec.org/sed2005/up.17107.1106062692.pdf (application/pdf)
Related works: Working Paper: Search Frictions and Asset Price Volatility (2010) This item may be available elsewhere in EconPapers: Search for items with the same title.
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Persistent link: http://EconPapers.repec.org/RePEc:red:sed005:227
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