Liquidity commonality and spillover in the US and Japanese markets : an intraday analysis using exchange-traded funds
Year of publication: |
2008
|
---|---|
Authors: | Datar, Vinay T. ; So, Raymond W. ; Tse, Yiuman |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 31.2008, 4, p. 379-393
|
Subject: | Investmentfonds | Investment Fund | Liquiditätseffekt | Liquidity effect | Geldmarkt | Money market | Japan | USA | United States | 2002-2004 |
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