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Illiquidity and stock returns: cross-section and time-series effects
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Common risk factors in the returns on stocks and bonds
Fama, E. F., & French, K. R. (1993) · Journal of Financial Economics · doi:10.1016/0304-405x(93)90023-5 · Cited by 25,754
On Persistence in Mutual Fund Performance
Carhart, M. M. (1997) · The Journal of Finance · doi:10.1111/j.1540-6261.1997.tb03808.x · Cited by 17,283
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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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