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Liquidity Risk and Asset Pricing

Hongtao Li, Robert Novy-Marx, Mihail Velikov

Critical Finance Review, 2019. DOI 10.1561/104.00000076

Has this study been replicated?

This paper is itself a replication attempt. The study it set out to replicate is listed below.

Study replicated

• Liquidity Risk and Expected Stock Returns, Pástor & Stambaugh (2003). Journal of Political Economy. View paper

Cite this record

Li, H., Novy-Marx, R., & Velikov, M. (2019). Liquidity Risk and Asset Pricing. Critical Finance Review, 8(1-2), 223–255. https://doi.org/10.1561/104.00000076

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