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. Overall, this study deepens our understanding of the dynamics of liquidity in financial markets and suggests how asset …
Persistent link: https://www.econbiz.de/10001629622
. The stock picks show substantial short- and long-run price and liquidity gains, although no new information is revealed …
Persistent link: https://www.econbiz.de/10001751980
. Cross-market dynamics in liquidity are documented by estimating a vector autoregressive model for liquidity (that is, bid …
Persistent link: https://www.econbiz.de/10001752003