Detecting liquidity traders.

Bibliographische Detailangaben
Veröffentlicht in:	Journal of financial and quantitative analysis V. 44, 1-4 (2009).
1. Verfasser:	Kalay, Avner
Format:	Artikel
Sprache:	English
Schlagworte:	Securities markets. Liquidity. Securities trading. Supply and demand. Rates of return. Correlation analysis.