Illiquidity shocks and the comovement between stocks: New evidence using smooth transition
| Year of publication: |
2013
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|---|---|
| Authors: | Chelley-Steeley, Patricia ; Lambertides, Neophytos ; Savva, Christos S. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 23.2013, p. 1-15
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