Illiquidity and Stock Returns II: Cross-section and...

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Illiquidity and Stock Returns II: Cross-section and Time-series Effects

Amihud, Yakov, Noh, Joonki
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Journal:
The Review of Financial Studies
DOI:
10.1093/rfs/hhaa080
Date:
July, 2020
File:
PDF, 709 KB
2020
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