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Persistent link: https://www.econbiz.de/10003424664
In this paper, we analyse cross-sectional heterogeneity in the time-series variation of liquidity in equity markets. Our analysis uses a broad time-series and cross-section of liquidity data. We find that average daily changes in liquidity exhibit significant heterogeneity in the cross-section;...
Persistent link: https://www.econbiz.de/10005234188
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