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2. Do Overlapped Audit Committee Directors Affect Tax Avoidance?. (2021). Hussainey, Khaled ; al Lawati, Hidaya.
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1. Interdependence between Monetary Policy and Stock Liquidity: A Panel VAR Approach. (2018). .
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2. Analytical valuation for geometric Asian options in illiquid markets. (2018). Li, Zhe ; Liu, Yong-Jun ; Zhang, Wei-Guo.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:507:y:2018:i:c:p:175-191.

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3. The valuation of ADR IPOs. (2018). Huang, Ying ; Huo, Weidong ; Zheng, Steven Xiaofan ; Fu, Chengbo.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:53:y:2018:i:c:p:215-226.

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4. Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach. (2018). Xu, Yongdeng ; Taylor, Nick ; Lu, Wenna.
   In: International Review of Financial Analysis.
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5. Foreign institutional ownership and liquidity commonality around the world. (2018). Li, Zhongfei ; Deng, Baijun.
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6. Income smoothing may result in increased perceived riskiness: Evidence from bid-ask spreads around loss announcements. (2018). Stewart, Scott D ; Hagigi, Moshe ; Yu, Kun.
   In: Journal of Corporate Finance.
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7. Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach. (2018). Xu, Yongdeng ; Taylor, Nick ; Lu, Wenna.
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8. Value investing or investing in illiquidity? The profitability of contrarian investment strategies, revisited. (2017). Li, Huijing ; Jacoby, Gady ; Gottesman, Aron A.
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9. Mispricing Factors. (2017). Yuan, Yu ; Stambaugh, Robert.
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10. Does gold Liquidity learn from the greenback or the equity?. (2017). Smimou, K.
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11. Does the equity premium puzzle persist during financial crisis? The case of the French equity market. (2017). ben Hafsia, R ; Bellelah, M O ; ben Ameur, H.
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12. On the relation between liquidity and the futures-cash basis: Evidence from a natural experiment. (2017). Pan, Zheyao ; Han, Jianlei.
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13. The Future of Money: Liquidity co-movement between financial institutions and real estate firms: evidence from China. (2017). Williams, Jonathan ; Huang, Sheng ; Xie, RU.
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14. Dynamic Model for Market Competition and Price Rigidity. (2016). Chen, G R.
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15. Sovereign debt ratings and stock liquidity around the World. (2016). Wu, Yangru ; Sapriza, Horacio ; Lee, Kuan-Hui.
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16. On the intensity of liquidity spillovers in the Eurozone. (2016). Khallouli, W ; Smimou, K.
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17. Mispricing Factors. (2015). Yuan, Yu ; Stambaugh, Robert.
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18. Adopting the IFRS and its impact on reducing information asymmetry in the Chilean capital market. (2015). Campos-Espinoza, Ricardo ; de la Fuente-Mella, Hanns ; Cademartori-Rosso, David ; Silva-Palavecinos, Berta .
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19. Asset Pricing and Probability of Information-based Trading: Application to the Tunisian Stock Market. (2015). Bouchaddekh, Tarek ; Nouaili, Makram ; Bouri, Abdelfatteh.
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20. Systematic liquidity: commonality and inter-temporal variation in the Portuguese stock market. (2015). Miralles Marcelo, Jose ; del Mar, Maria ; Oliveira, Celia.
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21. Opinion divergence, unexpected trading volume and stock returns: Evidence from China. (2015). Qin, LU ; Chen, Lin ; Zhu, Hongquan.
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22. Does the Euro affect the dynamic relation between stock market liquidity and the business cycle?. (2015). Khallouli, Wajih ; Smimou, K.
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23. The cross-section of stock returns in an early stock market. (2014). Turner, John ; Ye, Qing.
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24. Asymmetric information, illiquidity and asset returns: evidence from China. (2014). Zhang, Zhou ; Lu, Lei ; Li, Guangchuan ; Wu, BO.
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25. The Arrow--Lind theorem revisited: ownership concentration and valuation. (2014). Moszoro, Marian ; Bednarek, Ziemowit.
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26. The cross-section of stock returns in an early stock market. (2014). Turner, John ; Ye, Qing.
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27. Consumer attitudes, stock market liquidity, and the macro economy: A Canadian perspective. (2014). Smimou, K..
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28. The timeline of trading frictions in the European carbon market. (2014). PASCUAL, ROBERTO ; Medina, Vicente ; Pardo, Angel.
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29. Do markets anticipate capital structure decisions? — Feedback effects in equity liquidity. (2014). Cumming, Douglas ; Karabiber, Timur ; Schweizer, Denis ; Andres, Christian.
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30. The Influence of information asymmetry on the return and volatility of value and growth stock portfolios. (2014). Araujo, Gustavo ; Max Leandro Ferreira Tavares, ; Claudio Henrique da Silveira Barbedo, .
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31. Shaping Liquidity: On the Causal Effects of Voluntary Disclosure. (2013). Ljungqvist, Alexander ; Billings, Mary B. ; Balakrishnan, Karthik ; Kelly, Bryan T..
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32. Information asymmetry of fair value accounting during the financial crisis. (2013). Morris, Richard D ; Tang, Qingliang ; Liao, Lin ; Kang, Helen.
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33. A new method for estimating liquidity risk: Insights from a liquidity-adjusted CAPM framework. (2013). Papavassiliou, Vassilios.
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37. Ownership, control and market liquidity. (2012). Hamon, Jacques ; Ginglinger, Edith.
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38. Idiosyncratic Volatility and Expected Stock Returns: Evidence from Thailand. (2012). Srisuksai, Pithak.
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39. The characteristics of informed trading: Implications for asset pricing. (2011). Easley, David ; Hvidkjaer, Soeren ; O'Hara, Maureen ; Aslan, Hadiye.
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40. Influence of variation of liquidity in asset pricing: panel analysis of the brazilian market for the period january 2000 to june 2008. (2011). Ceretta, Paulo Sergio ; Vieira, Kelmara Mendes ; da Fonseca, Juliara Lopes .
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42. Empirical tests of the float-adjusted return model. (2009). Zhang, Feng ; Wirjanto, Tony ; Tian, Yao.
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43. Stock market liquidity and the rights offer paradox. (2009). Koenig-Matsoukis, Laure ; Riva, Fabrice ; Ginglinger, Edith.
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44. Stock market liquidity and the rights offer paradox. (2009). Koenig-Matsoukis, Laure ; Riva, Fabrice ; Ginglinger, Edith.
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45. The diminishing liquidity premium. (2008). Kadan, Ohad ; Ben-Rephael, Azi ; Wohl, Avi.
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46. Portfolio selection subject to experts judgments. (2008). Smimou, K. ; Jacoby, G. ; Bector, C. R..
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47. Asset pricing in Chinas domestic stock markets: Is there a logic?. (2007). Huang, Wei ; Eun, Cheol S..
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48. Exchange rates and firms liquidity: evidence from ADRs. (2001). Huang, Roger D..
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50. Production of information, information asymmetry, and the bid-ask spread: Empirical evidence from analysts forecasts. (1995). McInish, Thomas ; Wood, Robert A. ; Wyhowski, Donald J. ; Kee, Chung H..
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