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Incomplete Information and the Liquidity Premium Puzzle

Chen, Yingshan and Dai, Min and Goncalves-Pinto, Luis and Xu, Jing and Yan, Cheng (2021) Incomplete Information and the Liquidity Premium Puzzle. Management Science, 67 (9). pp. 5703-5729. DOI https://doi.org/10.1287/mnsc.2020.3726



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Filename: InfoUncert_LiqPremia_20200426(1).pdf

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