@article{anequilibriummodelforthecrosssectionof,
  title = {An Equilibrium Model for the Cross-Section of Liquidity Premia},
  author = {Johannes Muhle-Karbe and Xiaofei Shi and Chen Yang},
  year = {2020},
  eprint = {2011.13625},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2011.13625v1},
}