Incomplete information and the liquidity premium puzzle

Yingshan Chen, Min Dai, Luis Goncalves-Pinto, Jing Xu, Cheng Yan

Research output: Journal article publication › Journal article › Academic research › peer-review

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@article{b5fe8d3e1bc14b57b264d4e5dedf2fb4,

title = "Incomplete information and the liquidity premium puzzle",

author = "Yingshan Chen and Min Dai and Luis Goncalves-Pinto and Jing Xu and Cheng Yan",

year = "2021",

month = sep,

doi = "http://doi.org/10.1287/mnsc.2020.3726",

language = "English",

volume = "67",

pages = "5703--5729",

journal = "Management Science",

issn = "0025-1909",

publisher = "INFORMS Institute for Operations Research and the Management Sciences",

number = "9",

}

TY - JOUR

T1 - Incomplete information and the liquidity premium puzzle

AU - Chen, Yingshan

AU - Dai, Min

AU - Goncalves-Pinto, Luis

AU - Xu, Jing

AU - Yan, Cheng

PY - 2021/9

Y1 - 2021/9

U2 - http://doi.org/10.1287/mnsc.2020.3726

DO - http://doi.org/10.1287/mnsc.2020.3726

M3 - Journal article

SN - 0025-1909

VL - 67

SP - 5703

EP - 5729

JO - Management Science

JF - Management Science

IS - 9

ER -