SMEAL WIKI

Liquidity Risk and Asset Pricing

Hongtao Li, Robert Novy‐Marx, Mihail Velikov
Year2019
VenueCritical Finance Review
Typearticle
Citations53
DOI10.1561/104.00000076
OpenAlexW2972058977

Topics

Capital Investment and Risk AnalysisMarket liquidityLiquidity riskEconometricsCapital asset pricing modelReplicate