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The Liquidity Premium and the Solidity Premium

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  • Susan Woodward

    (UCLA)

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  • Susan Woodward, 1982. "The Liquidity Premium and the Solidity Premium," UCLA Economics Working Papers 263, UCLA Department of Economics.
    • Handle: RePEc:cla:uclawp:263
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    File URL: http://www.econ.ucla.edu/workingpapers/wp263.pdf
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    References listed on IDEAS

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    1. Breeden, Douglas T., 1979. "An intertemporal asset pricing model with stochastic consumption and investment opportunities," Journal of Financial Economics, Elsevier, vol. 7(3), pages 265-296, September.
    2. Lucas, Robert E, Jr, 1978. "Asset Prices in an Exchange Economy," Econometrica, Econometric Society, vol. 46(6), pages 1429-1445, November.
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