Is liquidity risk priced in asset returns?: And if so, what is its significance?

Additional Metadata
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 APA Style APA-ALL Style AAA 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). Is liquidity risk priced in asset returns?: And if so, what is its significance?. In Finance & Investments.http://hdl.handle.net/2105/20061

Is liquidity risk priced in asset returns?