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13-156/IV - Economic Valuation of Liquidity Timing


  • Authors
    Dennis Karstanje, Erasmus University Rotterdam; Elvira Sojli, Erasmus University Rotterdam; Wing Wah Tham, Erasmus University Rotterdam; Michel van der Wel, Erasmus University Rotterdam
  • Publication date
    October 8, 2013
  • Keywords
    Liquidity, forecasting, expected returns, economic valuation
  • JEL
    G11, G12, G17