---
title: Asset Pricing Frictions
url: https://www.ml-quant.com/papers/ssrn/4742370/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4742370
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4742370
featured: 2024-03-06
citations: unknown
topic: Asset Pricing & Factors
---


# Asset Pricing Frictions

The notes detail a Big Data Asset Pricing course, covering asset pricing basics, transaction costs, market liquidity risk, and machine learning.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4742370
- Identifier: SSRN 4742370
- Released: 2022-04-29
- First featured: Quant Letter No. 39 (2024-03-06): https://www.ml-quant.com/issues/2024-03-06/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors

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