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Other than the level of liquidity per se , Chordia, Subrahmanyam, and Anshuman (2001 ... pricing models. 18 Previous studies (e.g., Pastor and Stambaugh (2003) and Acharya and ...
We thank Viral Acharya, Yakov Amihud, Michael Brandt, Markus Brunnermeier, Andrew ... Anshuman and Viswanathan (2005) present a slightly different model where leveraged ...
Acharya and Pedersen (2005), motivated by previous empirical findings, present an ... Chordia, Subrahmanyam, and Anshuman (2001) look at the effect of both the level as ...
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Infosys Technologies Ltd (Public Company; 10,001 or more employees; INFY; Information Technology and Services industry): Programmer Analyst...