Detecting liquidity traders.

Detecting liquidity traders.

Bibliografiset tiedot
Julkaisussa:Journal of financial and quantitative analysis V. 44, 1-4 (2009).
Päätekijä: Kalay, Avner
Aineistotyyppi: Artikkeli
Kieli:English
Aiheet:
Securities markets.
Liquidity.
Securities trading.
Supply and demand.
Rates of return.
Correlation analysis.