Asset Pricing and The Liquidity Effect: A Theoretical and Empirical Investigation

Amir Yaron

GSIA Working Papers from Carnegie Mellon University, Tepper School of Business

New Economics Papers: this item is included in nep-fin and nep-fmk
References: Add references at CitEc
Citations:

Downloads: (external link)
http://barr.tepper.cmu.edu/research/clsliq.ps

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:cmu:gsiawp:27

Ordering information: This working paper can be ordered from
https://student-3k.t ... /gsiadoc/GSIA_WP.asp

Access Statistics for this paper

More papers in GSIA Working Papers from Carnegie Mellon University, Tepper School of Business Tepper School of Business, Carnegie Mellon University, 5000 Forbes Avenue, Pittsburgh, PA 15213-3890.
Bibliographic data for series maintained by Steve Spear ().