Detecting liquidity traders.

Detecting liquidity traders.

Dades bibliogràfiques
Publicat a:Journal of financial and quantitative analysis V. 44, 1-4 (2009).
Autor principal: Kalay, Avner
Format: Article
Idioma:English
Matèries:
Securities markets.
Liquidity.
Securities trading.
Supply and demand.
Rates of return.
Correlation analysis.