Open AccessLarge Investors: Implications for Equilibrium Asset Returns, Shock Absorption, and Liquidity
Author(s) -
Matthew Pritsker
Publication year - 2005
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2005.36
Subject(s) - market liquidity , asset (computer security) , portfolio , capital asset pricing model , financial economics , imperfect competition , economics , consumption based capital asset pricing model , liquidity risk , monetary economics , business , basis risk , shock (circulatory) , microeconomics , medicine , computer security , computer science
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