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<p>Illiquidity and stock returns: cross-section and time-series effects<a name="bm4.1"></a><a href="http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6VHN-44F8101-2&_user=10&_coverDate=01%2F31%2F2002&_rdoc=1&_fmt=full&_orig=na&_cdi=6071&_docanchor=&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=81de93883c30723d1e836b10a5b38973#m4.1"><sup>*1</sup></a><br/> </p><!--Element not supported - Type: 8 Name: #comment--><div class="authorsNoEnt" id="authorsAnchors"><strong><p>Yakov Amihud<a name="m4.bcor*"></a><a href="http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6VHN-44F8101-2&_user=10&_coverDate=01%2F31%2F2002&_rdoc=1&_fmt=full&_orig=na&_cdi=6071&_docanchor=&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=81de93883c30723d1e836b10a5b38973#m4.cor*"><sup><img title="Corresponding Author Contact Information" alt="Corresponding Author Contact Information" src="http://www.sciencedirect.com/scidirimg/entities/REcor.gif" border="0"/></sup></a><sup>, </sup><a href="mailto:yamihud@stern.nyu.edu"><sup><img title="E-mail The Corresponding Author" alt="E-mail The Corresponding Author" src="http://www.sciencedirect.com/scidirimg/entities/REemail.gif" border="0"/></sup></a></p></strong></div><!--Element not supported - Type: 8 Name: #comment--><div class="articleText" style="DISPLAY: inline;"><div class="authorsNoEnt" id="authorsAnchors"><p>Stern School of Business, New York University, New York, NY 10012, USA</p><p><a href="http://www.sciencedirect.com/science/journal/13864181"><b>Journal of Financial Markets</b></a><br/><a href="http://www.sciencedirect.com/science?_ob=PublicationURL&_tockey=%23TOC%236071%232002%23999949998%23273028%23FLA%23&_cdi=6071&_pubType=J&_auth=y&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=dbec7586814a05084e08a434ba131038">Volume 5, Issue 1</a>, January 2002, Pages 31-56 </p></div><!--Element not supported - Type: 8 Name: #comment--></div><!--Element not supported - Type: 8 Name: #comment-->
[此贴子已经被作者于2008-5-5 20:08:43编辑过] |
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