Authors: A. Akbari, Francesca Carrieri and A. Malkhozov
Publication: The Review of Financial Studies, Volume 35, Issue 1, January 2022, Pages 394鈥437
Abstract:
Authors: Filippo Dall'Olio and Demetrios Vakratsas
Publication: Journal of Marketing, Forthcoming, first published online as EXPRESS: January 7, 2022
Abstract:
Investors pay a premium for liquidity, but exactly how much do they pay and how does that vary? Desautels Professor Vihang Errunza investigates that question with a new international asset pricing...