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

2007 ◽  
Author(s):  
Akiko Watanabe ◽  
Masahiro Watanabe
Keyword(s):  
Stock Returns ◽  
Cross Section ◽  
Liquidity Risk ◽  
Time Varying ◽  
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
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