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Biases in Variance of Decomposed Portfolio Returns
Alexeev, Vitali, (2018)
A horizon-based decomposition of mutual fund value added using transactions
Binsbergen, Jules H. van, (2021)
Estimating Griliches' k-shifts
Fulginiti, Lilyan E., (2010)
UK evidence on the characteristics versus covariance debate
Lee, Edward, (2007)
Does liquidity risk explain low firm performance following seasoned equity offerings?
Bilinski, Pawel, (2012)
A liquidity-augmented capital asset pricing model
Liu, Weimin, (2006)