scholarly journals Funding Liquidity Risk and the Cross-Section of Stock Returns

2010 ◽  
Author(s):  
Tobias Adrian ◽  
Erkko Etula
Keyword(s):  
Stock Returns ◽  
Cross Section ◽  
Liquidity Risk ◽  
Funding Liquidity ◽  
The Cross

scholarly journals Funding Liquidity Risk and the Cross-section of MBS Returns

2016 ◽  
Vol 2016 (052) ◽  
pp. 1-42
Author(s):  
Yuriy Kitsul ◽  
◽  
Marcelo Ochoa
Keyword(s):  
Cross Section ◽  
Liquidity Risk ◽  
Funding Liquidity ◽  
The Cross

Time-Varying Liquidity Risk and the Cross Section of Stock Returns

2007 ◽  
Vol 21 (6) ◽  
pp. 2449-2486 ◽  
Author(s):  
Akiko Watanabe ◽  
Masahiro Watanabe
Keyword(s):  
Stock Returns ◽  
Cross Section ◽  
Liquidity Risk ◽  
Time Varying ◽  
The Cross

Seasonality in the Cross-Section of Stock Returns

CFA Digest ◽  
2008 ◽  
Vol 38 (3) ◽  
pp. 55-56
Author(s):  
Kathryn Dixon Jost
Keyword(s):  
Stock Returns ◽  
Cross Section ◽  
The Cross
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