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Volumn 30, Issue 1, 2007, Pages 91-109

The importance of liquidity as a factor in asset pricing

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EID: 33846877432     PISSN: 02702592     EISSN: 14756803     Source Type: Journal    
DOI: 10.1111/j.1475-6803.2007.00204.x     Document Type: Article
Times cited : (53)

References (13)
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  • 4
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  • 8
    • 0011572323 scopus 로고
    • The seasonal behavior of liquidity premium in asset pricing
    • Eleswarapu, V R. and M. Reinganum, 1993, The seasonal behavior of liquidity premium in asset pricing, Journal of Financial Economics 34, 373-86.
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    • Eleswarapu, V.R.1    Reinganum, M.2
  • 9
    • 84977737676 scopus 로고
    • The cross-section of expected stock returns
    • Fama, E. F. and K. R. French, 1992, The cross-section of expected stock returns, Journal of Finance 47, 427-66.
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  • 10
    • 38549147867 scopus 로고
    • Common risk factors in the returns on bonds and stocks
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    • Optimal dealer pricing under transactions and return uncertainty
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    • The dynamics of dealer markets under competition
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    • Ho, T.1    Stoll, H.R.2
  • 13
    • 84993907227 scopus 로고
    • Returns to buying winners and selling losers: Implications for stock market efficiency
    • Jegadeesh, N. and S. Titman, 1993, Returns to buying winners and selling losers: Implications for stock market efficiency, Journal of Finance 48, 65-91.
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