Comment on "Hong Kong and Shanghai:Yesterday, Today and Tomorrow (Joint with Eric Chan)"
In: Financial Sector Development in the Pacific Rim, East Asia Seminar on Economics, Volume 18
No abstract is available for this item.
|This chapter was published in: ||This item is provided by National Bureau of Economic Research, Inc in its series NBER Chapters with number
0407.||Handle:|| RePEc:nbr:nberch:0407||Contact details of provider:|| Postal: National Bureau of Economic Research, 1050 Massachusetts Avenue Cambridge, MA 02138, U.S.A.|
Web page: http://www.nber.org
More information through EDIRC
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Luboš Pástor & 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.
- Lubos Pastor & Robert F. Stambaugh, 2001. "Liquidity Risk and Expected Stock Returns," NBER Working Papers 8462, National Bureau of Economic Research, Inc.
- Pástor, Luboš & Stambaugh, Robert F., 2002. "Liquidity Risk and Expected Stock Returns," CEPR Discussion Papers 3494, C.E.P.R. Discussion Papers.
- Catherine R. Schenk, 2003. "Banking crises and the evolution of the regulatory framework in Hong Kong 1945-1970," Australian Economic History Review, Economic History Society of Australia and New Zealand, vol. 43(2), pages 140-154, 07.
- Barry Eichengreen & Pipat Luengnaruemitchai, 2006.
"Why doesn’t Asia have bigger bond markets?,"
BIS Papers chapters,
in: Bank for International Settlements (ed.), Asian bond markets: issues and prospects, volume 30, pages 40-77
Bank for International Settlements.
When requesting a correction, please mention this item's handle: RePEc:nbr:nberch:0407. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ()
If references are entirely missing, you can add them using this form.