Stock Market Liquidity and the Macroeconomy: Evidence from Japan
In: Monetary Policy with Very Low Inflation in the Pacific Rim, NBER-EASE, Volume 15
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- Lubos Pastor & Robert F. Stambaugh, 2001.
"Liquidity Risk and Expected Stock Returns,"
NBER Working Papers
8462, National Bureau of Economic Research, Inc.
- Pastor, Lubos & Stambaugh, Robert F., 2003. "Liquidity Risk and Expected Stock Returns," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 111(3), pages 642-685, June.
- LuboÅ¡ PÃ¡stor & Robert F. Stambaugh, . "Liquidity Risk and Expected Stock Returns," CRSP working papers 531, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- PÃ¡stor, LuboÅ¡ & Stambaugh, Robert F, 2002. "Liquidity Risk and Expected Stock Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers 3494, C.E.P.R. Discussion Papers.
- Cook, David, 2009. "The puzzling dual of the uncovered interest parity puzzle evidence from Pacific Rim capital flows," International Review of Economics & Finance, Elsevier, Elsevier, vol. 18(3), pages 449-456, June.
- David Cook & Woon Gyu Choi, 2007. "Financial Market Risk and U.S. Money Demand," IMF Working Papers 07/89, International Monetary Fund.
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