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Illiquidity and Stock Returns:Cross-Section and Time-Series Effects
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  • 2017Short and Long Horizon Behavioral Factors524 cited
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  • 2001Liquidity Risk and Expected Stock Returns64 cited
  • 2021Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics53 cited
  • 2015Corporate Disclosures, Information Asymmetry And Stock-Market Liquidity In France41 cited
  • 2016Bitcoin Piyasalarının Etkinliği, Likiditesi ve Oynaklığı (Efficiency, Liquidity and Volatility of Bitcoin Markets)36 cited
  • 2017Do ETFs Increase the Commonality in Liquidity of Underlying Stocks?34 cited
  • 2002Market Liquidity as a Sentiment Indicator32 cited
  • 2010The 2007-09 Financial Crisis and Bank Opaqueness27 cited
  • 2010Liquidity Risk of Corporate Bond Returns: A Conditional Approach25 cited
  • 2012Vulnerable Banks23 cited
  • 2016The link between corporate social performance and financial performance: empirical evidence from Japanese firms22 cited
  • 2015An Investigation Of The Relation Between Corporate Governance And Liquidity: Empirical Evidence From France17 cited

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  • 2014How Constraining Are Limits to Arbitrage? Evidence from a Recent Financial Innovation17 cited
  • 2022Missing Data in Asset Pricing Panels16 cited