Testing the new Fama and French factors with illiquidity: A panel data investigation

Finance ◽  
2018 ◽  
Vol 39 (3) ◽  
pp. 45 ◽  
Author(s):  
François-Éric Racicot ◽  
William F. Rentz ◽  
Raymond Théoret
Author(s):  
Cristina Aybar-Arias ◽  
Alejandro Casino-Martínez ◽  
José López-Gracia

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