Toggle navigation
Home
Publications
Publications
Authors
Institutions
Journals
Rankings
Authors
Institutions
Journals
About
FAQ
Links
Contacts
PT
Sign in
Article
Title:
Liquidity and Conditional Portfolio Choice: A Nonparametric Investigation
Authors:
Eric Ghysels
(
U North Carolina
)
João Pedro Pereira
(
ISCTE - Instituto Universitário de Lisboa
)
Journal:
Journal Of Empirical Finance
Year:
2008
Volume:
15
Pages:
679-699
JEL codes:
G11 - Portfolio Choice; Investment Decisions
G12 - Asset Pricing; Trading volume; Bond Interest Rates
Back