Detecting liquidity traders.

Detalhes bibliográficos
Publicado no:	Journal of financial and quantitative analysis V. 44, 1-4 (2009).
Autor principal:	Kalay, Avner
Formato:	Artigo
Idioma:	English
Assuntos:	Securities markets. Liquidity. Securities trading. Supply and demand. Rates of return. Correlation analysis.