Asset Prices and Asset Correlations in Illiquid Markets
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Publisher
Elsevier BV
Reference30 articles.
1. Asset Pricing with Liquidity Risk;V V Acharya;The Journal of Financial Economics,2004
2. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects;Y Amihud;The Journal of Financial Markets,2002
3. Asset Prices and Bid-Ask Spread;Y Amihud;The Journal of Financial Economics,1986
4. The Cross-Section of Volatility and Expected Returns
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