Sell-order liquidity and the cross-section of expected stock returns
Brennan, Michael J, Chordia, Tarun, Subrahmanyam, Avanidhar and Tong, Qing 2012, Sell-order liquidity and the cross-section of expected stock returns, Journal of Financial Economics, vol. 105, no. 3, pp. 523-541, doi: 10.1016/j.jfineco.2012.04.006.
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Sell-order liquidity and the cross-section of expected stock returns
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