Asset prices and liquidity in an exchange economy

A-Tier
Journal: Journal of Monetary Economics
Year: 2010
Volume: 57
Issue: 8
Pages: 913-930

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

An asset-pricing model is developed, in which financial assets are valued for their liquidity--the extent to which they are useful in facilitating exchange--as well as for being claims to streams of consumption goods. The theory is used to study the implications of this liquidity channel for average asset returns, the equity-premium puzzle and the risk-free rate puzzle.

Technical Details

RePEc Handle
repec:eee:moneco:v:57:y:2010:i:8:p:913-930
Journal Field
Macro
Author Count
1
Added to Database
2026-01-25