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The time variation of liquidity risk in US stock markets
Ludwig, Michael, (2018)
The low-minus-high portfolio and the factor zoo
Andrei, Daniel, (2019)
Essays in empirical asset pricing : liquidity, idiosyncratic risk, and the conditional risk-return relation
Koch, Stefan, (2010)
Countercyclical FHLBB policy implications for S&L equities
Born, Jeffery A., (1988)
Bank-equity returns and changes in the discount rate
Born, Jeffery A., (1990)
Evidence on the impact of futures margin specifications on the performance of futures and cash markets
Moser, James T., (1990)