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Pricing of liquidity risks: Evidence from multiple liquidity measures

201356 citationsJournal Article

Authors

Soonho Kim · National Pension Service

Kuan‐Hui Lee · Seoul National University

Topics & Keywords

Financial Markets and Investment Strategies Housing Market and Economics Credit Risk and Financial Regulations

Publication Details

Published in: Journal of Empirical Finance

Volume 25, pp. 112-133

DOI: 10.1016/j.jempfin.2013.11.008

Field-Weighted Citation Impact: 3.02

Pricing of liquidity risks: Evidence from multiple liquidity measures | Researchclopedia