Valuation in Over-the-Counter Markets
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References listed on IDEAS
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"Asset pricing with liquidity risk,"
Journal of Financial Economics, Elsevier, vol. 77(2), pages 375-410, August.
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More about this item
Keywordsasset pricing; bargaining; liquidity; risk; search;
All these keywords.
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-FMK-2006-04-08 (Financial Markets)
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