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Tarek BOUCHADDEKH,Abdelfatteh Bouri,Mohamed Karim KEFI
Pág. 657 - 668
For many decades, asset-pricing theory was constructed on absence of frictions hypothesis. However, since pioneers? works of Chen et al. (1975) and Amihud and Mendelson (1986) in microstructure area, systematic violations of this assumption were observed...
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