Open AccessLiquidity Risk and Expected Stock Returns
Author(s) -
Ľuboš Pástor,
Robert F. Stambaugh
Publication year - 2003
Publication title -
journal of political economy
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 21.034
H-Index - 186
eISSN - 1537-534X
pISSN - 0022-3808
DOI - 10.1086/374184
Subject(s) - market liquidity , capital asset pricing model , economics , stock (firearms) , liquidity risk , econometrics , liquidity crisis , financial economics , expected return , monetary economics , accounting liquidity , mechanical engineering , engineering , portfolio
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