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

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

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