Time-Varying Liquidity Risk and the Cross Section of Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.895763 ◽

2007 ◽

Author(s):

Akiko Watanabe ◽

Masahiro Watanabe

Keyword(s):

Stock Returns ◽

Cross Section ◽

Liquidity Risk ◽

Time Varying ◽

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Time-Varying Liquidity Risk and the Cross Section of Stock Returns

Review of Financial Studies ◽

10.1093/rfs/hhm054 ◽

2007 ◽

Vol 21 (6) ◽

pp. 2449-2486 ◽

Author(s):

Akiko Watanabe ◽

Masahiro Watanabe

Keyword(s):

Stock Returns ◽

Cross Section ◽

Liquidity Risk ◽

Time Varying ◽

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Employment Growth, Liquidity Risk, and the Cross-section of Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.3322396 ◽

2019 ◽

Author(s):

Weimin Liu ◽

Di Luo ◽

Seyoung Park ◽

Huainan Zhao

Keyword(s):

Stock Returns ◽

Cross Section ◽

Employment Growth ◽

Liquidity Risk ◽

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Macro Liquidity Risk, Money Growth, and the Cross-Section of Stock Returns: The Case of Korea

Emerging Markets Finance and Trade ◽

10.1080/1540496x.2015.1046767 ◽

2015 ◽

Vol 52 (6) ◽

pp. 1438-1454 ◽

Author(s):

Hosung Jung ◽

Dongcheol Kim

Keyword(s):

Stock Returns ◽

Cross Section ◽

Liquidity Risk ◽

Money Growth ◽

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Funding Liquidity Risk and the Cross-Section of Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.1652952 ◽

2010 ◽

Author(s):

Tobias Adrian ◽

Erkko Etula

Keyword(s):

Stock Returns ◽

Cross Section ◽

Liquidity Risk ◽

Funding Liquidity ◽

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Time-Varying Risk Premia and The Cross Section of Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.320000 ◽

2002 ◽

Author(s):

Hui Guo

Keyword(s):

Stock Returns ◽

Cross Section ◽

Risk Premia ◽

Time Varying ◽

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Time-varying risk premia and the cross section of stock returns

Journal of Banking & Finance ◽

10.1016/j.jbankfin.2005.05.022 ◽

2006 ◽

Vol 30 (7) ◽

pp. 2087-2107 ◽

Author(s):

Hui Guo

Keyword(s):

Stock Returns ◽

Cross Section ◽

Risk Premia ◽

Time Varying ◽

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Extreme Liquidity Risk, Its Premium from Market Downturns, and the Cross-Section of Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.2380721 ◽

2014 ◽

Author(s):

Joonki Noh

Keyword(s):

Stock Returns ◽

Cross Section ◽

Liquidity Risk ◽

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Time-Varying Risk Premia and The Cross Section of Stock Returns

10.20955/wp.2002.013 ◽

2002 ◽

Author(s):

Hui Guo

Keyword(s):

Stock Returns ◽

Cross Section ◽

Risk Premia ◽

Time Varying ◽

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Liquidity and Liquidity Risk in the Cross-Section of Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.2078295 ◽

2012 ◽

Author(s):

Volodymyr Vovchak

Keyword(s):

Stock Returns ◽

Cross Section ◽

Liquidity Risk ◽

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Time-Varying Inflation Risk and the Cross-Section of Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.2520083 ◽

2014 ◽

Author(s):

Dominic Burkhardt

Keyword(s):

Stock Returns ◽

Cross Section ◽

Time Varying ◽

Inflation Risk ◽

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