Liquidity Biases and the Pricing of Cross-sectional Idiosyncratic Volatility
| Year of publication: |
2011
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|---|---|
| Authors: | Han, Yufeng ; Lesmond, David |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 24.2011, 5 (14.4.), p. 1590-1590
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