Idiosyncratic Volatility, Momentum, Liquidity, and Expected Stock Returns in Developed and Emerging Markets.Published in:Multinational Finance Journal, 2015, v. 19, n. 3, p. 169By:Switzer, Lorne N.;Picard, AlanPublication type:Article
The Pricing of Illiquidity as a Characteristic and as Risk.Published in:Multinational Finance Journal, 2015, v. 19, n. 3, p. 149By:Amihud, Yakov;Mendelson, HaimPublication type:Article