HOW DO YOU CAPTURE LIQUIDITY? A REVIEW OF THE LITERATURE ON LOW‐FREQUENCY STOCK LIQUIDITY
Author:
Affiliation:
1. University of Brighton
Publisher
Wiley
Subject
Economics and Econometrics
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/joes.12385
Reference70 articles.
1. A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices
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5. Asset pricing and the bid-ask spread
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