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VPIN, liquidity, and return volatility in the U.S. equity markets
Yildiz, Serhat, Van Ness, Bonnie, Van Ness, RobertLanguage:
english
Journal:
Global Finance Journal
DOI:
10.1016/j.gfj.2019.100479
Date:
June, 2019
File:
PDF, 362 KB
english, 2019