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Datar, Vinay T.
So, Raymond W.
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Liquidity commonality and spillover in the US and Japanese markets : an intraday analysis using exchange-traded funds
Datar, Vinay T.
;
So, Raymond W.
;
Tse, Yiuman
- In:
Review of quantitative finance and accounting
31
(
2008
)
4
,
pp. 379-393
Persistent link: https://www.econbiz.de/10003799582
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