Details about Patrick Tuijp
Access statistics for papers by Patrick Tuijp.
Last updated 2023-03-05. Update your information in the RePEc Author Service.
Short-id: ptu222
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Journal Articles
Working Papers
2021
- Equity Risk Factors for the Long and Short Run: Pricing and Performance at Different Frequencies
Tinbergen Institute Discussion Papers, Tinbergen Institute
2016
- The pricing of illiquidity and illiquid assets: Essays on empirical asset pricing
Other publications TiSEM, Tilburg University, School of Economics and Management
2011
- Pricing Liquidity Risk with Heterogeneous Investment Horizons
CEPR Discussion Papers, C.E.P.R. Discussion Papers
View citations (10)
See also Journal Article Pricing Liquidity Risk with Heterogeneous Investment Horizons, Journal of Financial and Quantitative Analysis, Cambridge University Press (2021)
View citations (4) (2021)
Journal Articles
2021
- Pricing Liquidity Risk with Heterogeneous Investment Horizons
Journal of Financial and Quantitative Analysis, 2021, 56, (2), 373-408
View citations (4)
See also Working Paper Pricing Liquidity Risk with Heterogeneous Investment Horizons, CEPR Discussion Papers (2011)
View citations (10) (2011)