Liquidity and asset returns under asymmetric information and imperfect competition

Academic journals

Publication Date

01/05/2012

Review of Financial Studies

Publication Authors

Dimitri Vayanos

Jiang Wang

Vayanos, Dimitri and Wang, Jiang (2012) Liquidity and asset returns under asymmetric information and imperfect competition. Review of Financial Studies, 25 (5). pp. 1339-1365.