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A liquidity-augmented capital asset pricing model

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  • Liu, Weimin

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  • Liu, Weimin, 2006. "A liquidity-augmented capital asset pricing model," Journal of Financial Economics, Elsevier, vol. 82(3), pages 631-671, December.
    • Handle: RePEc:eee:jfinec:v:82:y:2006:i:3:p:631-671
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