An Analysis of the Amihud Illiquidity Premium
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance
Link
http://academic.oup.com/raps/article-pdf/3/1/133/5350885/ras017.pdf
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5. Asset pricing models and financial market anomalies;Avramov;Review of Financial Studies,2006
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