Unveiling the relation between herding and liquidity with...

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Unveiling the relation between herding and liquidity with trader lead-lag networks

Campajola, Carlo, Lillo, Fabrizio, Tantari, Daniele
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Journal:
Quantitative Finance
DOI:
10.1080/14697688.2020.1763442
Date:
August, 2020
File:
PDF, 1.03 MB
2020
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