Keywords
Liquidity premiumMarket liquidityCapital asset pricing modelEconomicsAsset (computer security)Monetary economicsLiquidity riskContrast (vision)Risk premiumFinancial economicsEconometrics
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Publication Info
- Year
- 1993
- Type
- article
- Volume
- 34
- Issue
- 3
- Pages
- 373-386
- Citations
- 316
- Access
- Closed
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Cite This
Venkat Eleswarapu,
Marc R. Reinganum
(1993).
The seasonal behavior of the liquidity premium in asset pricing.
Journal of Financial Economics
, 34
(3)
, 373-386.
https://doi.org/10.1016/0304-405x(93)90032-7
Identifiers
- DOI
- 10.1016/0304-405x(93)90032-7