Detecting liquidity traders.

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.