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- EVALUATION OF THE FIXING TRADING SYSTEM IN THE SPANISH MARKET. (1999). Rubia, Antonio ; Abad, David.
In: Working Papers. Serie EC.
RePEc:ivi:wpasec:1999-17.

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  1. PARAMETRIC AND NONPARAMETRIC APPROACHES TO EVENT STUDIES: AN APPLICATION TO A HOTELS MARKET VALUE. (2001). Nicolau, Juan.
    In: Working Papers. Serie AD.
    RePEc:ivi:wpasad:2001-08.

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References

References cited by this document

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Cocites

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  2. Does stock market liquidity explain real economic activity? New evidence from two large European stock markets. (2015). ARTIKIS, PANAGIOTIS ; Apergis, Nicholas ; Kyriazis, Dimitrios .
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  3. Market liquidity and stock size premia in emerging financial markets: The implications for foreign investment. (2010). Hearn, Bruce ; Strange, Roger ; Piesse, Jenifer.
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  4. Dynamic Sources of Sovereign Bond Market Liquidity. (2009). Kücük, Uğur.
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  6. 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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  9. Asset Pricing with Liquidity Risk. (2004). Pedersen, Lasse ; Acharya, Viral.
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  10. Financial Claustrophobia: Asset Pricing in Illiquid Markets. (2004). Longstaff, Francis.
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  11. Flight to Quality, Flight to Liquidity, and the Pricing of Risk. (2004). Vayanos, Dimitri.
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  12. Look at me now: the role of cross-listing in attracting U.S. investors. (2004). Warnock, Francis ; Smith, David C. ; Holland, Sara B. ; Ammer, John.
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