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Illiquidity and stock returns: cross-section and time-series effects

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Amihud, Yakov·2002·Journal of Financial Markets

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Metadata

Authors
Amihud, Y.
Venue
Journal of Financial Markets
Publisher
Elsevier BV
Published
2002-01
Volume
5
Issue
1
Pages
31-56
ISSN
1386-4181 (ISSN-L)
OpenAlex
W3121401171
Cited by
9,963
References
2
FWCI
55.74
Type
journal article
Language
en
Open access
green
Licence
www.elsevier.com/tdm/userlicense/1.0/ (tdm)

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Amihud, Y. (2002). Illiquidity and stock returns: cross-section and time-series effects. Journal of Financial Markets. https://doi.org/10.1016/s1386-4181(01)00024-6

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