Liquidity and conditional portfolio choice: A nonparametric investigation
| Year of publication: |
2008
|
|---|---|
| Authors: | Ghysels, Eric ; Pereira, João Pedro |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 15.2008, 4, p. 679-699
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