An empirical analysis of the dynamic relation between liquidity shocks and expected aggregate stock market return

Additional Metadata
Thesis Advisor	Roscovan, V., Kroon, L.G.
Persistent URL	hdl.handle.net/2105/23209
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	Bertens, J. (2009, September 18). An empirical analysis of the dynamic relation between liquidity shocks and expected aggregate stock market return. Finance & Investments. Retrieved from http://hdl.handle.net/2105/23209

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