Incomplete information and the liquidity premium puzzle

• 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
• Institution: National University of Singapore

MANAGEMENT SCIENCE