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

2002 Journal of Financial Markets 9,883 citations

Keywords

Stock (firearms)EconomicsFinancial economicsStock marketLiberian dollarStock exchangeMonetary economicsEconometricsExcess returnExpected returnFinance

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Year
2002
Type
article
Volume
5
Issue
1
Pages
31-56
Citations
9883
Access
Closed

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Yakov Amihud (2002). Illiquidity and stock returns: cross-section and time-series effects. Journal of Financial Markets , 5 (1) , 31-56. https://doi.org/10.1016/s1386-4181(01)00024-6

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DOI
10.1016/s1386-4181(01)00024-6