Discussion paper DP8271 A Pigovian Approach to Liquidity Regulation Enrico Perotti Javier Suarez 28 Feb 2011 Financial Economics G21 G28
Discussion paper DP7436 When Everyone Runs for the Exit Lasse Heje Pedersen 23 Aug 2009 Financial Economics International Macroeconomics E2 E44 E52 G1 G11 G12 G2
Discussion paper DP5123 Liquidity Risk in Securities Settlement Janet Mitchell Johan Devriese 23 Jul 2005 Financial Economics C60 D80 G20
Discussion paper DP4755 Liquidity Risk and Corporate Demand for Hedging and Insurance Jean Charles Rochet Stéphane Villeneuve 23 Nov 2004 Financial Economics
Discussion paper DP4718 Asset Pricing with Liquidity Risk Viral Acharya Lasse Heje Pedersen 23 Oct 2004 Financial Economics G00 G10 G12
Discussion paper DP3749 Asset Pricing with Liquidity Risk Viral Acharya Lasse Heje Pedersen 23 Feb 2003 Financial Economics D50 G11 G12 G30
Discussion paper DP3494 Liquidity Risk and Expected Stock Returns Robert F. Stambaugh Luboš Pástor 20 Aug 2002 Financial Economics G12