Article

Pricing a Global Measure of Liquidity Risk

Kellogg Insight
Author(s)

Robert Korajczyk

Ronnie Sadka

Investors should not overlook the impact of liquidity on the prices of assets.
Date Published: 2007
Citations: Korajczyk, Robert, Ronnie Sadka. 2007. Pricing a Global Measure of Liquidity Risk. Kellogg Insight.
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