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EFTA00625129_sub_003 - EFTA00625129_300
gy. Baltimore: Williams & Wilkins Co Liu W, 2006. A liquidity-augmented capital asset pricing model. Journal of Financial Economics 82-3, 631-671. Liu W, 2009. Liquidity and Asset Pricing: Evidence from Daily Data over 1926 to 2005. Nottingham University Business School Research Paper No. 2009.03 Ly
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