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Liquidity Discovery and Asset Pricing

Burton Hollifield (), Michael F. Gallmeyer () and Duane Seppi

2004 Meeting Papers from Society for Economic Dynamics

New Economics Papers: this item is included in nep-fin and nep-fmk
Date: 2004
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Working Paper: Liquidity Discovery and Asset Pricing
Working Paper: Liquidity Discovery and Asset Pricing (2004)
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