Browsing Electronic Theses, Dissertations, and Records of Study (2002– ) by Author "Gallmeyer, Michael F"

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    • The Volatility of Liquidity and Expected Stock Returns 
      Akbas, Ferhat 1981- (2011-07-29)
      The pricing of total liquidity risk is studied in the cross-section of stock returns. The study suggests that there is a positive relation between total volatility of liquidity and expected returns. Our measure of liquidity ...