Incomplete information and the liquidity premium puzzle

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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 = "10.1287/mnsc.2020.3726",

language = "English",

volume = "67",

pages = "5703--5729",

journal = "Management Science",

issn = "0025-1909",

publisher = "INFORMS Inst.for Operations Res.and the Management Sciences",

number = "9",

}