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Risk diversification gains from metropolitan housing assets. (2019). Huang, Meichi.
In: Review of Financial Economics.
RePEc:wly:revfec:v:37:y:2019:i:4:p:453-481.

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  43. The World Price of Liquidity Risk. (2005). Lee, Kuan-Hui .
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  44. Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks and State-Dependent Transaction Costs. (2004). Lynch, Anthony W. ; Tan, Sinan .
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  45. Predatory Trading. (2004). Pedersen, Lasse ; Brunnermeier, Markus.
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  47. Liquidity Black Holes. (2003). Shin, Hyun Song ; Morris, Stephen.
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  48. Asset pricing and systematic liquidity risk: an empirical investigation of the Spanish stock market. (2002). Nieto, Belen ; Miguel Angel A. Martinez, ; Rubio, Gonzalo.
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  49. Asset pricing and systematic liquidity risk: an empirical investigation of the Spanish stock market. (2002). Martinez Sedano, Miguel ; Nieto, Belen ; Tapia, Mikel ; Rubio, Gonzalo.
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  50. Liquidity Risk and Expected Stock Returns. (2002). Stambaugh, Robert ; Pastor, Lubos.
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