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Illiquidity and stock returns: cross-section and time-series effects

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  • Amihud, Yakov

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  • Amihud, Yakov, 2002. "Illiquidity and stock returns: cross-section and time-series effects," Journal of Financial Markets, Elsevier, vol. 5(1), pages 31-56, January.
  • Handle: RePEc:eee:finmar:v:5:y:2002:i:1:p:31-56
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