Journal of Financial Markets Vol. 56 2021

The pricing of the illiquidity factor’s conditional risk with time-varying premium

Yakov Amihud¹; Joonki Noh²

¹ New York University · ² Case Western Reserve University

DOI

10.1016/j.finmar.2020.100605

Volume

56

Pages

100605

Language

en

Sources

crossref openalex

Cite

APA 7 MLA 9 Chicago (author–date) Harvard Elsevier Harvard (JFE, JBF…) The Accounting Review Academy of Management American Marketing Association INFORMS (Management Science) Copy citation Copied ✓