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Testing for negative expected market return premia

, and . Journal of Banking & Finance, 31 (6): 1755--1770 (June 2007)

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Testing for negative expected market return premia, and . Journal of Banking & Finance, 31 (6): 1755--1770 (June 2007)Short-term traders and liquidity: a test using Bombay Stock Exchange data, and . Journal of Financial Economics, 47 (3): 339--355 (March 1998)The seasonal behavior of the liquidity premium in asset pricing, and . Journal of Financial Economics, 34 (3): 373--386 (December 1993)