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Pricing and mispricing of accounting fundamentals: Global evidence. (2024). Kostlmeier, Siegfried.
In: The Quarterly Review of Economics and Finance.
RePEc:eee:quaeco:v:94:y:2024:i:c:p:71-87.

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  46. “Scaling Down Downside Risk with Inter-Quantile Semivariances”. (2018). Uribe, Jorge.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201826.

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  47. Equity trading costs have fallen less than commonly thought. Evidence using alternative trading cost estimators. (2018). Ødegaard, Bernt ; Klova, Valeriia.
    In: UiS Working Papers in Economics and Finance.
    RePEc:hhs:stavef:2018_004.

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  48. Which Liquidity Proxy Measures Liquidity Best in Emerging Markets?. (2018). Cai, Jun ; Ahn, Hee-Joon ; Yang, Cheol-Won.
    In: Economies.
    RePEc:gam:jecomi:v:6:y:2018:i:4:p:67-:d:189816.

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  49. Do liquidity proxies measure liquidity accurately in ETFs?. (2018). Visaltanachoti, Nuttawat ; Marshall, Ben ; Nguyen, Nhut H.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:55:y:2018:i:c:p:94-111.

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  50. New Bid-Ask Spread Estimators from Daily High and Low Prices. (2017). Li, Zhiyong ; Adegbite, Emmanuel ; Lambe, Brendan.
    In: MPRA Paper.
    RePEc:pra:mprapa:79102.

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