Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks, and State‐Dependent Transaction Costs

Multiple Risky Assets, Transaction Costs and Return Predictability: Implications for Portfolio Choice

Lynch, Anthony W., (2002)

Labor Income Dynamics at Business-Cycle Frequencies: Implications for Portfolio Choice

Lynch, Anthony W., (2004)

Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks and State-Dependent Transaction Costs

Lynch, Anthony W., (2004)