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Liquidity and Asset Prices - Amihud, Yakov, and Mendelson, Haim, Ph.D., and Pederson, Lasse Heje
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Liquidity and Asset Prices reviews the literature that studies the relationship between liquidity and asset prices. The authors review the theoretical literature that predicts how liquidity affects a security's required return and discuss the empirical connection between the two.

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Liquidity and Asset Prices 2005, Now Publishers, Boston, MA

ISBN-13: 9781933019123

Trade paperback