Liquidity Proxies Based on Intraday Data: The Case of the Polish Order-Driven Stock Market
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Publisher
Springer International Publishing
Link
http://link.springer.com/content/pdf/10.1007/978-3-319-70055-7_9
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1. Intra-market commonality in liquidity: new evidence from the Polish stock exchange;Equilibrium;2019-06-30
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3. On Some Characteristics of Liquidity Proxy Time Series. Evidence from the Polish Stock Market;Advances in Time Series Data Methods in Applied Economic Research;2018
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