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~isPartOf:"IMF working paper"
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~person:"Amihud, Yakov"
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Amihud, Yakov
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Illiquidity and stock returns : cross-section and time-series effects
Amihud, Yakov
- In:
Journal of financial markets
5
(
2002
)
1
,
pp. 31-56
Persistent link: https://www.econbiz.de/10001657094
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The pricing of the illiquidity factor’s conditional risk with time-varying premium
Amihud, Yakov
;
Noh, Joonki
- In:
Journal of financial markets
56
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013282487
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