Publications
2 shownLiquidity Risk and Expected Stock Returns
This study investigates whether marketwide liquidity is a state variable important for asset pricing. We find that expected stock returns are related cross-sectionally to the se...
Frequent Co-Authors
Researcher Info
- h-index
- 2
- Publications
- 2
- Citations
- 7,159
- Institution
- Centre for Economic Policy Research
External Links
Identifiers
- ORCID
- 0000-0002-7946-8057
Impact Metrics
h-index
2
h-index: Number of publications with at least h citations each.