The pricing of systematic liquidity risk: Empirical evidence from the US stock market
Year of publication: |
2004
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---|---|
Authors: | Gibson, Rajna ; Mougeot, Nicolas |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 28.2004, 1, p. 157-178
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Publisher: |
Elsevier |
Saved in:
Online Resource
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