Funding liquidity, market liquidity and the cross-section of stock returns / by Jean-Sébastien Fontaine, René Garcia and Sermin Gungor. : FB3-2/115-12E-PDF

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Publication information
Department/Agency Bank of Canada.
Title Funding liquidity, market liquidity and the cross-section of stock returns / by Jean-Sébastien Fontaine, René Garcia and Sermin Gungor.
Series title Bank of Canada working paper1701-93972015-12
Publication type Series - View Master Record
Language [English]
Format Electronic
Electronic document
Note(s) Résumé en français.
Publishing information Ottawa - Ontario : Bank of Canada March 2015.
Description 57p.references, tables
ISSN 1701-9397
Catalogue number
  • FB3-2/115-12E-PDF
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