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Keywords: Liquidity beta
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Journal Articles
Critical Finance Review (2019) 8 (1-2): 277–299.
Published: 17 December 2019
... non-traded liquidity factors and how to improve the precision of liquidity beta estimates. * Both authors are also at the NBER. Pástor is also at the CEPR and the National Bank of Slovakia. The views in this paper are the responsibility of the authors, not the institutions with which...

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