1、Market microstructure and asset pricing: On the compensation for illiquidity in stock return

作者:Brennan M. J.; Subrahmanyam A

  杂志：Journal of Financial Economics, 1996, 41(3): 441-464

链接：http://www.sciencedirect.com/science/article/B6VBX-3VVVRX5-9/2/fcbbd4902040c1aca905dbb672bc3c5e

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