Predicting Equity Liquidity (Q3114771)

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Predicting Equity Liquidity
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    title
    Predicting Equity Liquidity (English)
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    author
    William J. Breen
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    Laurie Simon Hodrick
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    Robert A. Korajczyk
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    publication date
    19 February 2012
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    zbMATH DE Number
    6007400
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    zbMATH Keywords
    liquidity
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    price impact
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    transactions costs
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