Chordia, Tarun , Sarkar, Asani and Subrahmanyam, Avanidhar. "The Joint Dynamics of Liquidity, Returns, and Volatility across Small and Large Firms, Staff Report 207," Staff Reports (Federal Reserve Bank of New York) (April 2005). https://fraser.stlouisfed.org/title/9235/item/673441, accessed on May 12, 2025.
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