Liquidity Dynamics and Cross-Autocorrelations

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SSRN Electronic Journal 2010

Liquidity Dynamics and Cross-Autocorrelations

Chordia, Tarun, Sarkar, Asani, Subrahmanyam, Avanidhar
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Year:
2010
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1016117
File:
PDF, 496 KB
english, 2010
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