Engle, R. F., & Lange, J. (1997). Measuring, forecasting and explaining time varying liquidity in the stock market. National Bureau of Economic Research.
Lua i Stíl Chicago (17ú heag.)Engle, Robert F., agus Joe Lange. Measuring, Forecasting and Explaining Time Varying Liquidity in the Stock Market. Cambridge: National Bureau of Economic Research, 1997.
Lua MLA (9ú heag.)Engle, Robert F., agus Joe Lange. Measuring, Forecasting and Explaining Time Varying Liquidity in the Stock Market. National Bureau of Economic Research, 1997.
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