Empirical Asset Pricing: Liquidity, Friction, and Price Discovery

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Pages: 424, Paperback, Independently published

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  • 9798182488358

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Empirical Asset Pricing: Models and Methods

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Market Liquidity: Asset Pricing, Risk, and Crises

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Princeton University Press

Empirical Dynamic Asset Pricing Model Specification and Econometric Assessment

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Wiley

Empirical Asset Pricing: The Cross Section of Stock Returns

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