Does a wife have to live anywhere where the husband is telling her to live? Or she has right to say no?

For example: the wife wants to live close to her family because in the past the husband and his family did not treat her right.

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Yes, she have to be with her husband.
If she does not want to leave her parents city, or wants to live in certain area, she should mention this as a condition in the marriage contract.
However, he has to allocate separate house for her, if she is not willing to live with his parents or family.