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Transaction Costs, Trading Volume and Momentum Strategies
Li, Xiafei, (2019)
Trading and volatility in dual market : theory and evidence from real estate
Li, Lingxiao, (2022)
The effects of common stock price levels on trading volume
Curl, Robert John, (1990)
The value premium and time-varying volatility
Li, Xiafei, (2009)
Low-cost momentum strategies
Idiosyncratic volatility and the pricing of poorly-diversified portfolios
Miffre, Joëlle, (2013)