Liquidity Biases and the Pricing of Cross-sectional...

Liquidity Biases and the Pricing of Cross-sectional Idiosyncratic Volatility

Han, Yufeng, Lesmond, David
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Volume:
24
Language:
english
Journal:
Review of Financial Studies
DOI:
10.1093/rfs/hhq140
Date:
May, 2011
File:
PDF, 261 KB
english, 2011
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