articleJournal of Financial EconomicsApr 2, 2005Closed access

Asset pricing with liquidity risk

VVViral V. Acharya LHLasse Heje Pedersen

London Business School · Centre for Economic Policy Research · +2 more institutions

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Abstract

No abstract available for this paper.

Citation impact

2,893

total citations

FWCI: 102.44
Percentile: 100%
References: 59

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Authors

2

VV
Viral V. Acharya
London Business School, Centre for Economic Policy Research
LH
Lasse Heje PedersenCorresponding
Centre for Economic Policy Research, National Bureau of Economic Research, New York University

Topics & keywords

Topics

Keywords

Market liquidity
Liquidity risk
Liquidity crisis
Liquidity premium
Accounting liquidity
Capital asset pricing model
Funding liquidity
Economics

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