SSRN Electronic Journal · 2016 · 12 citations · 64 references
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Liquidity Risk and Expected Stock Returns
Ľuboš Pástor, Robert F. Stambaugh · Journal of Political Economy · 2003 · 5.5K citations
Asset pricing and the bid-ask spread
Yakov Amihud, Haim Mendelson · Journal of Financial Economics · 1986 · 5.3K citations