Incomplete information and the liquidity premium puzzle

Incomplete information and the liquidity premium puzzle

MANAGEMENT SCIENCE

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Bibliographic Details
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
Subjects:
Regime Shifts
Incomplete Information
Transaction Costs
Liquidity Premia
Online Access:https://scholarbank.nus.edu.sg/handle/10635/171905
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Institution: National University of Singapore

Internet

https://scholarbank.nus.edu.sg/handle/10635/171905

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