Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext
Year of publication: |
2009
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Authors: | Beltran, Helena ; Durré, Alain ; Giot, Pierre |
Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 11172435. - Vol. 20.2009, 1, p. 80-98
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