Estimating the Determinants of Market Illiquidity
Illiquidity Contagion and Liquidity Crashes
Bond Illiquidity and Excess Volatility
An Analysis of the Amihud Illiquidity Premium
Theory-Based Illiquidity and Asset Pricing
Fear of Fire Sales, Illiquidity Seeking, and Credit Freezes
Optimal Portfolio Choice and the Valuation of Illiquid Securities
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1 Denoting an asset that cannot readily be converted into cash.
2 Denoting a person or an organization lacking in cash or in assets readily convertible into cash.
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