Detecting liquidity traders.

Detalles Bibliográficos
Publicado en:	Journal of financial and quantitative analysis V. 44, 1-4 (2009).
Autor principal:	Kalay, Avner
Formato:	Artículo
Lenguaje:	English
Materias:	Securities markets. Liquidity. Securities trading. Supply and demand. Rates of return. Correlation analysis.