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: E4 G12 (search for similar items in EconPapers)
Date: 2005
New Economics Papers: this item is included in nep-fin and nep-fmk
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Working Paper: Search Frictions and Asset Price Volatility (2010)
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