Author:
Hasbrouck Joel,Levich Richard M.
Reference40 articles.
1. Illiquidity and stock returns: Cross-section and time-series effects;Yakov Amihud;Journal of Financial Markets,2002
2. Return volatility and trading volume: An information flow interpretation of stochastic volatility;Torben G Andersen;Journal of Finance,1996
3. Bank for International Settlements (BIS)
4. Trienniel Central Bank Survey of Foreign Exchange and OTC Derivatives Market Activity: Reporting Guidelines for Turnover in;Bank for International Settlements,2012
5. Triennial Central Bank Survey of Foreign Exchange and Derivatives Market Activity;Bank for International Settlements,2013
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献