Detecting liquidity traders.

Библиографические подробности
Опубликовано в::	Journal of financial and quantitative analysis V. 44, 1-4 (2009).
Главный автор:	Kalay, Avner
Формат:	Статья
Язык:	English
Предметы:	Securities markets. Liquidity. Securities trading. Supply and demand. Rates of return. Correlation analysis.