Sell-order liquidity and the cross-section of expected stock returns
| Year of publication: |
2012
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|---|---|
| Authors: | Brennan, Michael J. ; Chordia, Tarun ; Subrahmanyam, Avanidhar ; Tong, Qing |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 105.2012, 3, p. 523-542
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