Illusory Nature of Pricing of Illiquidity Effect: The Test Case of Australian Stock Market
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- Stereńczak, Szymon & Zaremba, Adam & Umar, Zaghum, 2020. "Is there an illiquidity premium in frontier markets?," Emerging Markets Review, Elsevier, vol. 42(C).
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Keywords
Asset pricing; Australian stock market; Illiquidity Premium; Illiquidity measures;All these keywords.
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