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~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial economics"
~subject:"CAPM"
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Journal of empirical finance
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1
How common are common return factors across the NYSE and Nasdaq?
Goyal, Amit
;
Pérignon, Christophe
;
Villa, Christophe
- In:
Journal of financial economics
90
(
2008
)
3
,
pp. 252-271
Persistent link: https://www.econbiz.de/10003833349
Saved in:
2
The pricing discount for limited liquidity : evidence from SWX Swiss Exchange and the Nasdaq
Loderer, Claudio
;
Roth, Lukas
- In:
Journal of empirical finance
12
(
2005
)
2
,
pp. 239-268
Persistent link: https://www.econbiz.de/10002685078
Saved in:
3
Short-term traders and liquidity : a test using Bombay Stock Exchange data
Berkman, Henk
- In:
Journal of financial economics
47
(
1998
)
3
,
pp. 339-355
Persistent link: https://www.econbiz.de/10001234959
Saved in:
4
A direct test of Rock's model of the pricing of unseasoned issues
Koh, Francis
- In:
Journal of financial economics
23
(
1989
)
2
,
pp. 251-272
Persistent link: https://www.econbiz.de/10001076060
Saved in:
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