Asset pricing with liquidity risk (JFE 2005)

From ReplicationWiki
Jump to: navigation, search
How revelant do you consider a replication of this study? You may discuss on the discussion page.


Nobody voted on this yet

 You need to enable JavaScript to vote


Here you find a ranking of the studies that are regarded most relevant to be replicated.

Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Viral V. Acharya, Lasse Heje Pedersen Asset pricing with liquidity risk JFE 2005 2 375-410 G0, G1, G12 Liquidity risk, Liquidity-adjusted CAPM, Flight to liquidity, Frictions, Transaction costs

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
- - - - - - - -

Replication of this study

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement

References

DOI: 10.1016/j.jfineco.2004.06.007 IDEAS: a/eee/jfinec/v77y2005i2p375-410.html EconPapers: RePEc:eee:jfinec:v:77:y:2005:i:2:p:375-410


Personal tools
Namespaces

Variants
Actions
Navigation
Toolbox