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BusinessEconomicsFinanceEconometricsFinancial EconometricsFinancial EconomicsAsset Return ModelingDependence ModelingFinancial RiskMarket RiskReturn AnalysisRisk-return AnalysisExtreme DependenceReit Market EfficiencyReit Return PredictabilityReit ValuationReit VolatilityReturns ForecastingStock Market Returns
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Illiquidity and stock returns: cross-section and time-series effects
Yakov Amihud · Journal of Financial Markets · 2002 · 10.3K citations · Full text
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