Liquidity Risk and Expected Stock Returns

Lubos Pastor () and Robert F. Stambaugh

CRSP working papers from Center for Research in Security Prices, Graduate School of Business, University of Chicago

New Economics Papers: this item is included in nep-fin and nep-fmk
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Related works:
Working Paper: Liquidity Risk and Expected Stock Returns (2001)
Working Paper: Liquidity Risk and Expected Stock Returns (2002)
Journal Article: Liquidity Risk and Expected Stock Returns (2003)
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Persistent link: http://EconPapers.repec.org/RePEc:wop:chispw:531

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