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Asset pricing with liquidity risk

20052,871 citationsJournal Article

Authors

Viral V. Acharya · London Business School

Lasse Heje Pedersen · Centre for Economic Policy Research

Topics & Keywords

Financial Markets and Investment Strategies Economic theories and models Banking stability, regulation, efficiency

Publication Details

Published in: Journal of Financial Economics

Volume 77, Issue 2, pp. 375-410

DOI: 10.1016/j.jfineco.2004.06.007

Field-Weighted Citation Impact: 101.90

Asset pricing with liquidity risk | Researchclopedia