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Price Discovery in Illiquid Markets: Do Financial Asset Prices Rise Faster Than They Fall?

Price Discovery in Illiquid Markets: Do Financial Asset Prices Rise Faster Than They Fall?

AuthorN. Schürhoff, R. Green, D. Li
JournalJournal of Finance
Date1 Jan. 2010
CategoryAcademic Publications
Volumevol. 65(5), pp 1669-1702

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