Liquidity risk and expected stock returns
By: Lubos Pastor, Robert F. Stambaugh
Contributors: Stambaugh, Robert F., 1952-; National Bureau of Economic Research.
Series: NBER working paper series -- no. 8462; Working paper series (National Bureau of Economic Research) -- working paper no. 8462.
Publisher: National Bureau of Economic Research
Published: 2001
Place of publication: Cambridge, MA
Language: eng
Number of pages: 36
Subjects: Liquidity (Economics); Stock price forecasting -- United States.
Notes: "September 2001."

JEL no. G12.

Includes bibliographical references (p. 34-36).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER World Wide Web site.