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Acharya, V.V. ; Pedersen, L.H. Asset pricing with liquidity risk. 2005 J. Financ. Econ.. 77 375-410
Baker, M. ; Stein, J. Market liquidity as a sentiment indicator. 2004 J. Financ. Mark.. 7 271-299
Carhart, M.M. On persistence in mutual fund performance. 1997 J. Financ.. 52 57-82
Chordia, T. ; Roll, R. ; Subrahmanyam, A. Commonality in liquidity. 2000 J. Financ. Econ.. 56 3-28
Harvey, C. ; Siddique, A. Conditional skewness in asset pricing tests. 2000 J. Financ.. 55 1263-1295
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Lee, K.H. The world price of liquidity risk. 2011 J. Financ. Econ.. 99 136-161
Shleifer, A. ; Summers, L.H. The noise trader approach to finance. 1990 J. Econ. Perspect.. 4 19-33
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