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Liquidity,Liquidity Risk and Stock Returns: Evidence from Japan |
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| Authors: | Bo Li Qian Sun Changyun Wang |
| Affiliation: | 1. School of Management, Xiamen University, , Xiamen, 361005 China;2. Department of Finance, School of Management, Fudan University, , Shanghai, 200433 China;3. China Financial Policy Research Center, Renmin University of China, , China |
| Abstract: | |
| Keywords: | liquidity Amihud illiquidity measure liquidity‐adjusted CAPM Japan |