Name		Name	Last commit message	Last commit date
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AnomalyVsPremium		AnomalyVsPremium
GoodOverviewOfTopicInGeneral		GoodOverviewOfTopicInGeneral
HighFrequencyTrading		HighFrequencyTrading
IntraDayBidAskSpread		IntraDayBidAskSpread
JournalRating_A+		JournalRating_A+
JournalRating_A		JournalRating_A
JournalRating_B		JournalRating_B
MainPapers		MainPapers
PortfolioSortingTechnique		PortfolioSortingTechnique
%5BIMF%20Working%20Papers%5D%20Global%20Liquidity%20and%20Asset%20Prices%3A%20Measurement%2C%20Implications%2C%20and%20Spillovers.pdf		%5BIMF%20Working%20Papers%5D%20Global%20Liquidity%20and%20Asset%20Prices%3A%20Measurement%2C%20Implications%2C%20and%20Spillovers.pdf
060345.pdf		060345.pdf
2329122.pdf		2329122.pdf
59.pdf		59.pdf
A Perspective on Liquidity Risk and Horizon Uncertainty.pdf		A Perspective on Liquidity Risk and Horizon Uncertainty.pdf
A Simple Way to Estimate Bid-Ask Spreads from Daily High and Low Prices.pdf		A Simple Way to Estimate Bid-Ask Spreads from Daily High and Low Prices.pdf
A Skeptical Appraisal of Robust Asset Pricing Tests.pdf		A Skeptical Appraisal of Robust Asset Pricing Tests.pdf
A liquidity-augmented capital asset pricing model.pdf		A liquidity-augmented capital asset pricing model.pdf
A skeptical appraisal of asset pricing tests.pdf		A skeptical appraisal of asset pricing tests.pdf
ASSET PRICING AIVD THE BID-ASK SPREAD.pdf		ASSET PRICING AIVD THE BID-ASK SPREAD.pdf
A_new_method_for_estimating_liquidity_risk_insights_from_a_liquidity_adjusted_CAPM_framework.pdf		A_new_method_for_estimating_liquidity_risk_insights_from_a_liquidity_adjusted_CAPM_framework.pdf
Alphabetic Bias, Investor Recognition, and Trading Behavior.pdf		Alphabetic Bias, Investor Recognition, and Trading Behavior.pdf
An Econometric Analysis of Intra-daily Stock Market Liquidity, Volatility and News Impacts.pdf		An Econometric Analysis of Intra-daily Stock Market Liquidity, Volatility and News Impacts.pdf
An Empirical Analysis of Stock and Bond Market Liquidity.pdf		An Empirical Analysis of Stock and Bond Market Liquidity.pdf
An Information-Based Theory of Time-Varying Liquidity.pdf		An Information-Based Theory of Time-Varying Liquidity.pdf
An Operational Measure of Liquidity.pdf		An Operational Measure of Liquidity.pdf
Analyst Disagreement, Mispricing, and Liquidity.pdf		Analyst Disagreement, Mispricing, and Liquidity.pdf
Analyzing the Nonlinear Pricing of Liquidity Risk according to the Market State.pdf		Analyzing the Nonlinear Pricing of Liquidity Risk according to the Market State.pdf
Anomalies across the globe Once public, no longer existent.pdf		Anomalies across the globe Once public, no longer existent.pdf
Anomalous Price Impact and the Critical Nature of Liquidity in Financial Markets.pdf		Anomalous Price Impact and the Critical Nature of Liquidity in Financial Markets.pdf
Are Reports of Betas Death premature.pdf		Are Reports of Betas Death premature.pdf
Asset Pricing Models and Financial Market Anomalies.pdf		Asset Pricing Models and Financial Market Anomalies.pdf
Asset Pricing with Downside Liquidity Risks.pdf		Asset Pricing with Downside Liquidity Risks.pdf
Asset Pricing with Extreme Liquidity Risk_Ying Wu.pdf		Asset Pricing with Extreme Liquidity Risk_Ying Wu.pdf
Asset pricing with liquidity risk.pdf		Asset pricing with liquidity risk.pdf
Auction and dealership markets What is the difference.pdf		Auction and dealership markets What is the difference.pdf
Automation_Trading_Costs_and_the_Structure_of_the_.pdf		Automation_Trading_Costs_and_the_Structure_of_the_.pdf
COVID-19 and the Stock Market Liquidity, Pricing Efficiency, and Tra.pdf		COVID-19 and the Stock Market Liquidity, Pricing Efficiency, and Tra.pdf
Can hedge funds time market liquidity.pdf		Can hedge funds time market liquidity.pdf
Caveat Compounder A Warning about Using the Daily CRSP Equal-Weighted Index to Compute Long-Run Excess Returns.pdf		Caveat Compounder A Warning about Using the Daily CRSP Equal-Weighted Index to Compute Long-Run Excess Returns.pdf
Comparing asset pricing models an investment perspective.pdf		Comparing asset pricing models an investment perspective.pdf
Conditional portfolio allocation Does aggregate market liquidity matter.pdf		Conditional portfolio allocation Does aggregate market liquidity matter.pdf
Counterparty and liquidity risks in exchange-traded funds.pdf		Counterparty and liquidity risks in exchange-traded funds.pdf
Cross-sectional Variation in Stock Returns Liquidity and Idiosyncratic Risk.pdf		Cross-sectional Variation in Stock Returns Liquidity and Idiosyncratic Risk.pdf
Deep Learning for Multivariate Financial Time Series.pdf		Deep Learning for Multivariate Financial Time Series.pdf
Die Volatilität von Finanzmarktdaten.pdf		Die Volatilität von Finanzmarktdaten.pdf
Disclosure, Liquidity, and the Cost of Capital.pdf		Disclosure, Liquidity, and the Cost of Capital.pdf
Dissecting Anomalies.pdf		Dissecting Anomalies.pdf
Does Academic Research Destroy Stock Return Predictability.pdf		Does Academic Research Destroy Stock Return Predictability.pdf
Dynamic Hedging, Positive Feedback, and General Equilibrium.pdf		Dynamic Hedging, Positive Feedback, and General Equilibrium.pdf
Efficient Capital Markets an empirical review.pdf		Efficient Capital Markets an empirical review.pdf
Evaporating Liquidity.pdf		Evaporating Liquidity.pdf
Evidence on the Characteristics of Cross Sectional Variation in Stock Returns.pdf		Evidence on the Characteristics of Cross Sectional Variation in Stock Returns.pdf
Explaining the Magnitude of Liquidity Premia The Roles of Return Predictability, Wealth Shocks, and State-Dependent Transaction Costs.pdf		Explaining the Magnitude of Liquidity Premia The Roles of Return Predictability, Wealth Shocks, and State-Dependent Transaction Costs.pdf
Exploiting Factor Autocorrelation to Improve Risk Adjusted Returns.pdf		Exploiting Factor Autocorrelation to Improve Risk Adjusted Returns.pdf
Extreme Downside Liquidity Risk.pdf		Extreme Downside Liquidity Risk.pdf
F1.pdf		F1.pdf
FINANCIAL CRISES AND RISK PREMIA.pdf		FINANCIAL CRISES AND RISK PREMIA.pdf
FINANCIAL STABILITY REVIEW.pdf		FINANCIAL STABILITY REVIEW.pdf
Fama-MacBeth 1973 Replication and Extension.pdf		Fama-MacBeth 1973 Replication and Extension.pdf
Financial Market Anomalies.pdf		Financial Market Anomalies.pdf
Financial econometrics Past developments and future challenges.pdf		Financial econometrics Past developments and future challenges.pdf
Flight-to-Quality or Flight-to-Liquidity Evidence from the Euro-Area Bond Market.pdf		Flight-to-Quality or Flight-to-Liquidity Evidence from the Euro-Area Bond Market.pdf
Han-Jian2011_Article_PricingLiquidityRiskAndCostInT.pdf		Han-Jian2011_Article_PricingLiquidityRiskAndCostInT.pdf
High frequency trading and extreme price movements.pdf		High frequency trading and extreme price movements.pdf
High frequency trading, liquidity, and execution cost.pdf		High frequency trading, liquidity, and execution cost.pdf
High-Frequency Trading and Market Stability.pdf		High-Frequency Trading and Market Stability.pdf
Home Bias, an Academic Puzzle.pdf		Home Bias, an Academic Puzzle.pdf
How Much Can Marketability Affect Security Values.pdf		How Much Can Marketability Affect Security Values.pdf
Idiosyncratic Risk and Security Returns.pdf		Idiosyncratic Risk and Security Returns.pdf
Idiosyncratic Risk matters.pdf		Idiosyncratic Risk matters.pdf
Illiquidity Premia in Asset Returns An Empirical Analysis of Hedge Funds, Mutual Funds, and US Equity Portfolios.pdf		Illiquidity Premia in Asset Returns An Empirical Analysis of Hedge Funds, Mutual Funds, and US Equity Portfolios.pdf
Illiquidity frictions and asset pricing anomalies.pdf		Illiquidity frictions and asset pricing anomalies.pdf
Inter-temporal variation in the illiquidity premium.pdf		Inter-temporal variation in the illiquidity premium.pdf
International Stock Market Liquidity A Review.pdf		International Stock Market Liquidity A Review.pdf
Interpreting t‐Statistics Under Publication Bias Rough Rules of Thumb.pdf		Interpreting t‐Statistics Under Publication Bias Rough Rules of Thumb.pdf
Investment, Uncertainty, and Liquidity.pdf		Investment, Uncertainty, and Liquidity.pdf
Is Liquidity Risk Priced Theory and Evidence.pdf		Is Liquidity Risk Priced Theory and Evidence.pdf
Is There a Replication Crisis in Finance.pdf		Is There a Replication Crisis in Finance.pdf
Joint Extreme Events in Equity Returns and Liquidity and their Cross-Sectional Pricing Implications.pdf		Joint Extreme Events in Equity Returns and Liquidity and their Cross-Sectional Pricing Implications.pdf
LIQUIDITYANDMARKETSTRUCTURE.pdf		LIQUIDITYANDMARKETSTRUCTURE.pdf
Limit orders and the bid}ask spread.pdf		Limit orders and the bid}ask spread.pdf
Liquidity A hidden gem of factor investing.pdf		Liquidity A hidden gem of factor investing.pdf
Liquidity Coinsurance, Moral Hazard, and Financial Contagion.pdf		Liquidity Coinsurance, Moral Hazard, and Financial Contagion.pdf
Liquidity Premia and Transaction Costs.pdf		Liquidity Premia and Transaction Costs.pdf
Liquidity Premium Literaure Review.pdf		Liquidity Premium Literaure Review.pdf
Liquidity Premium and Transaction Cost20.pdf		Liquidity Premium and Transaction Cost20.pdf
Liquidity Risk and the Dynamics of Arbitrage Capital.pdf		Liquidity Risk and the Dynamics of Arbitrage Capital.pdf
Liquidity Risk and the Global Economy.pdf		Liquidity Risk and the Global Economy.pdf
Liquidity Risk, Speculative Trade, and the Optimal Latency of Financial Markets.pdf		Liquidity Risk, Speculative Trade, and the Optimal Latency of Financial Markets.pdf
Liquidity and Autocorrelations in Individual Stock Returns.pdf		Liquidity and Autocorrelations in Individual Stock Returns.pdf
Liquidity and Expected Returns Lessons from Emerging Markets.pdf		Liquidity and Expected Returns Lessons from Emerging Markets.pdf
Liquidity and leverage.pdf		Liquidity and leverage.pdf
Liquidity in the Foreign Exchange Market Measurement, Commonality, and Risk Premiums.pdf		Liquidity in the Foreign Exchange Market Measurement, Commonality, and Risk Premiums.pdf
Liquidity provision and stock return predictability.pdf		Liquidity provision and stock return predictability.pdf
Liquidity risk and stock returns around the world.pdf		Liquidity risk and stock returns around the world.pdf
Liquidity risk and the cross-section of hedge-fund returns.pdf		Liquidity risk and the cross-section of hedge-fund returns.pdf
Liquidity shocks, governance, systemic risk and financial stability.pdf		Liquidity shocks, governance, systemic risk and financial stability.pdf
Liquidity skewness.pdf		Liquidity skewness.pdf
Liquidity, Stock Markets, and Market Makers.pdf		Liquidity, Stock Markets, and Market Makers.pdf
Liquidity-adjusted conditional capital asset pricing model.pdf		Liquidity-adjusted conditional capital asset pricing model.pdf

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