SSRN Electronic Journal · 2006 · 165 citations · 26 references
EconomicsEuro-area Bond MarketFinancial EconomicsInternational FinanceLiquidityBusinessBond MarketFinanceFinancial Crisis
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Liquidity Risk and Expected Stock Returns
Ľuboš Pástor, Robert F. Stambaugh · Journal of Political Economy · 2003 · 5.5K citations
Asset pricing and the bid-ask spread
Yakov Amihud, Haim Mendelson · Journal of Financial Economics · 1986 · 5.3K citations
Parsimonious Modeling of Yield Curves
Charles R. Nelson, Andrew F. Siegel · The Journal of Business · 1987 · 3K citations
Asset pricing with liquidity risk
Viral V. Acharya, Lasse Heje Pedersen · Journal of Financial Economics · 2005 · 2.9K citations