Friction in the trading process and the estimation of systematic risk
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Bibliographic Information
Friction in the trading process and the estimation of systematic risk
（Working paper series, no. 289）
Salomon Brothers Center for the Study of Financial Institutions, Graduate School of Business Administration, New York University, [1983]
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Note
"December, 1981, revised June, 1982, revised November, 1982"--t.p.
"Forthcoming, Journal of Financial Economics"--t.p.
"April 1983"--cover
Includes bibliographies
