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
.