Is liquidity risk priced in asset returns?

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Keywords	Volatility, Liquidity, Asset returns
Thesis Advisor	Lyra, M., Dzhelepska, M.B.
Persistent URL	hdl.handle.net/2105/20061
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Chen, W. (2014, July 24). Is liquidity risk priced in asset returns?. Finance & Investments. Retrieved from http://hdl.handle.net/2105/20061

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