Liquidity Risk After 20 Years
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https://www.nber.org/papers/w25774
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资源简介：
The Critical Finance Review commissioned Li, Novy-Marx, and Velikov (2017) and Pontiff and Singla (2019) to replicate the results in Pstor and Stambaugh (2003). Both studies successfully replicate our market-wide liquidity measure and find similar estimates of the liquidity risk premium. In the
提供机构：
美国国家经济研究局
创建时间：
2019-04-01
