Incomplete information and the liquidity premium puzzle

MANAGEMENT SCIENCE

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Main Authors: Chen, Yingshan, Dai Min, Goncalves-Pinto, Luis, Xu, Jing, Yan, Cheng
Other Authors: FINANCE
Format: Article
Published: INFORMS (Institute for Operations Research and the Management Sciences) 2020
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Online Access:https://scholarbank.nus.edu.sg/handle/10635/171905
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-1719052024-04-17T03:02:34Z Incomplete information and the liquidity premium puzzle Chen, Yingshan Dai Min Goncalves-Pinto, Luis Xu, Jing Yan, Cheng FINANCE MATHEMATICS Regime Shifts Incomplete Information Transaction Costs Liquidity Premia MANAGEMENT SCIENCE 2020-08-05T03:14:55Z 2020-08-05T03:14:55Z 2020-04-01 2020-08-04T11:28:20Z Article Chen, Yingshan, Dai Min, Goncalves-Pinto, Luis, Xu, Jing, Yan, Cheng (2020-04-01). Incomplete information and the liquidity premium puzzle. MANAGEMENT SCIENCE. ScholarBank@NUS Repository. 00251909 15265501 https://scholarbank.nus.edu.sg/handle/10635/171905 INFORMS (Institute for Operations Research and the Management Sciences) Elements
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Regime Shifts
Incomplete Information
Transaction Costs
Liquidity Premia
spellingShingle Regime Shifts
Incomplete Information
Transaction Costs
Liquidity Premia
Chen, Yingshan
Dai Min
Goncalves-Pinto, Luis
Xu, Jing
Yan, Cheng
Incomplete information and the liquidity premium puzzle
description MANAGEMENT SCIENCE
author2 FINANCE
author_facet FINANCE
Chen, Yingshan
Dai Min
Goncalves-Pinto, Luis
Xu, Jing
Yan, Cheng
format Article
author Chen, Yingshan
Dai Min
Goncalves-Pinto, Luis
Xu, Jing
Yan, Cheng
author_sort Chen, Yingshan
title Incomplete information and the liquidity premium puzzle
title_short Incomplete information and the liquidity premium puzzle
title_full Incomplete information and the liquidity premium puzzle
title_fullStr Incomplete information and the liquidity premium puzzle
title_full_unstemmed Incomplete information and the liquidity premium puzzle
title_sort incomplete information and the liquidity premium puzzle
publisher INFORMS (Institute for Operations Research and the Management Sciences)
publishDate 2020
url https://scholarbank.nus.edu.sg/handle/10635/171905
_version_ 1800914149954289664