Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks, and State‐Dependent Transaction Costs

Publisher： John Wiley & Sons Inc

E-ISSN： 1540-6261|22-1082|4|1329-1368

ISSN： 0022-1082

Source： THE JOURNAL OF FINANCE, Vol.22-1082, Iss.4, 2011-08, pp. : 1329-1368

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