Issues

A Review of the Return—Illiquidity Relationship

Jozef Drienko; Tom Smith; Anna von Reibnitz
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Illiquidity and Stock Returns: Cross-Section and Time-Series Effects: A Replication

Larry Harris; Andrea Amato
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Do the LCAPM Predictions Hold? Replication and Extension Evidence

Craig W. Holden; Jayoung Nam
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Asset Pricing with Liquidity Risk: A Replication and Out-of-Sample Tests with the Recent US and the Japanese Market Data

Eiichiro Kazumori; Fei Fang; Raj Sharman; Fumiko Takeda; Hong Yu
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Illiquidity and Stock Returns: A Revisit

Yakov Amihud
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Liquidity Risk After 20 Years

Luboš Pástor; Robert F. Stambaugh
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Liquidity Risk?

Jeffrey Pontiff; Rohit Singla
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Liquidity Risk and Asset Pricing

Hongtao Li; Robert Novy-Marx; Mihail Velikov
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Editorial: An Opinionated FAQ

Ivo Welch
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Editorial: Realistic Academic Standards and the Value of Replications

Avanidhar Subrahmanyam
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Editorial: Replication? Do You Even Have Access to the Data?

Matthew Spiegel
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Editorial: Replication in Financial Economics

Campbell R. Harvey
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Introduction

Ivo Welch
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Reproducing, Extending, Updating, Replicating, Reexamining, and Reconciling

Ivo Welch
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Economics with Market Liquidity Risk

Viral V. Acharya; Lasse Heje Pedersen
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