Asset pricing with liquidity risk
By: Viral V. Acharya, Lasse Heje Pedersen.
Contributors: Pedersen, Lasse Heje.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 10814.; Working paper series (National Bureau of Economic Research) -- working paper no. 10814.
Publisher: National Bureau of Economic Research
Published: 2004
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 49
Subjects: Capital assets pricing model; Cash flow
Notes: "September 2004."

Includes bibliographical references.

Also available in PDF from the NBER world wide web site (www.nber.org).