Price dynamics and market liquidity: An intraday event study on Euronext
Author:
Funder
ARC
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference58 articles.
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4. The degree of price resolution: The case of the gold market;Ball;Journal of Futures Markets,1985
5. Volatility regimes and liquidity co-movements in cap-based portfolios;Beaupain;Finance,2010
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