Stock Returns and the Volatility of Liquidity

Stock Returns and the Volatility of Liquidity

Pereira, João Pedro, Zhang, Harold H.
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Volume:
45
Language:
english
Journal:
Journal of Financial and Quantitative Analysis
DOI:
10.1017/s0022109010000323
Date:
August, 2010
File:
PDF, 290 KB
english, 2010
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