Do investors choose trade-size according to liquidity, empirical evidence from the S&P 500 index future market
Wu, Liang, Yan, Xin, Fu, Zhiming, Zhang, RuiLanguage:
english
Journal:
Finance Research Letters
DOI:
10.1016/j.frl.2018.05.006
Date:
May, 2018
File:
PDF, 259 KB
english, 2018