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subject:"Capital income"
person:"Pesaran, M. Hashem"
~person:"Zaremba, Adam"
~isPartOf:"The journal of investment strategies"
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What drives the January seasonality in the illiquidity premium? : evidence from international stock markets
Zaremba, Adam
;
Cakici, Nusret
- In:
The journal of investment strategies
10
(
2021
)
1
,
pp. 43-66
Persistent link: https://www.econbiz.de/10012805362
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