Do liquidity measures measure liquidity?

著录项

• 来源
  《Journal of financial economics》 |2009年第2期|153-181|共29页
• 作者

  Ruslan Y. Goyenko; Craig W. Holden; Charles A. Trzcinka;

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• 作者单位

  Desautels Faculty of Management, McGill University, Montreal, Quebec, Canada H3A 1G5;

  Kelley School of Business, Indiana University, 1309 East Tenth Street, Bloomington, IN 47405-1701, USA;

  Kelley School of Business, Indiana University, 1309 East Tenth Street, Bloomington, IN 47405-1701, USA;

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• 收录信息
• 原文格式 PDF
• 正文语种 eng
• 中图分类
• 关键词

  liquidity; transaction costs; effective spread; price impact; asset pricing;

  机译：流动资金;交易成本;有效传播;价格影响;资产定价;