Detecting liquidity traders.

Dettagli Bibliografici
Pubblicato in:	Journal of financial and quantitative analysis V. 44, 1-4 (2009).
Autore principale:	Kalay, Avner
Natura:	Articolo
Lingua:	English
Soggetti:	Securities markets. Liquidity. Securities trading. Supply and demand. Rates of return. Correlation analysis.