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Liquidity Risk and Expected Stock Returns. (). Stambaugh, Robert ; Pastor, Lubos ; PSTOR, LUBO.
In: CRSP working papers.
RePEc:wop:chispw:531.

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  1. Discount Rates. (2011). Cochrane, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16972.

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  2. Monetary policy and its impact on stock market liquidity: Evidence from the euro zone. (2011). Gächter, Martin ; Fernández-Amador, Octavio ; Peter, Georg ; Fernandez-Amador, Octavio ; Larch, Martin ; Gachter, Martin.
    In: Working Papers.
    RePEc:inn:wpaper:2011-06.

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  3. Decomposing short-term return reversal. (2011). Schaumburg, Ernst ; Da, Zhi ; Liu, Qianqiu .
    In: Staff Reports.
    RePEc:fip:fednsr:513.

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  4. The pre-FOMC announcement drift. (2011). Moench, Emanuel ; Lucca, David.
    In: Staff Reports.
    RePEc:fip:fednsr:512.

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  5. The stock market reaction to the 2005 non-tradable share reform in China. (2011). Beltratti, Andrea ; Caccavaio, Marianna ; Bortolotti, Bernardo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111339.

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  6. Why Money Trickles Up - Wealth & Income Distributions. (2011). Willis, Geoff.
    In: Papers.
    RePEc:arx:papers:1105.2122.

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  7. Currency Carry Trades. (2010). Taylor, Alan ; Jorda, Oscar ; Berge, Travis.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16491.

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  8. Econometric Measures of Systemic Risk in the Finance and Insurance Sectors. (2010). Pelizzon, Loriana ; Lo, Andrew ; Billio, Monica ; Getmansky, Mila.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16223.

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  9. Currency Carry Trades. (2010). Taylor, Alan M. ; Berge, Travis ; Jorda, scar .
    In: NBER Chapters.
    RePEc:nbr:nberch:12216.

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  10. Carry Trade. (2010). Jorda, Oscar.
    In: Working Papers.
    RePEc:cda:wpaper:10-19.

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  11. Market Wide Liquidity Instability in Business Cycles. (2009). Chatterjee, Sidharta.
    In: MPRA Paper.
    RePEc:pra:mprapa:18117.

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  12. Comment on Hong Kong and Shanghai:Yesterday, Today and Tomorrow (Joint with Eric Chan). (2009). Cook, David.
    In: NBER Chapters.
    RePEc:nbr:nberch:0407.

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  13. When Everyone Runs for the Exit. (2009). Pedersen, Lasse.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2009:q:4:a:10.

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  14. Financial Market Risk and U.S. Money Demand. (2007). Choi, Woon Gyu ; Cook, David.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2007/089.

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  15. Stock Market Liquidity and the Macroeconomy: Evidence from Japan. (2006). Cook, David ; Choi, Woon Gyu.
    In: NBER Chapters.
    RePEc:nbr:nberch:10146.

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  16. Carry Trade. (). Jorda, Oscar.
    In: Working Papers.
    RePEc:cda:wpaper:10-18.

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