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Volatility regimes and liquidity co-movements in cap-based portfolios
Beaupain, Renaud; Giot, Pierre; Petitjean, Mikael - In: Finance : revue de l'Association Française de Finance 31 (2010) 1, pp. 55-79
Persistent link: https://www.econbiz.de/10008660584
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Volatility regimes and liquidity co-movements in cap-based portfolios
Beaupain, Renaud; Giot, Pierre; Petitjean, Mikael - In: Finance : revue de l'Association Française de Finance 31 (2010) 1, pp. 55-79
Persistent link: https://www.econbiz.de/10009918930
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A repeat-sales index for pricing US corporate bonds
Beaupain, Renaud; Heck, Stephanie - In: Finance : revue de l'Association Française de Finance 37 (2016) 2, pp. 75-117
Persistent link: https://www.econbiz.de/10011687887
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The rise of fast trading : curse or blessing for liquidity?
Desagre, Christophe; D'Hondt, Catherine; Petitjean, Mikael - In: Finance : revue de l'Association Française de Finance 43 (2022) 3, pp. 119-158
Persistent link: https://www.econbiz.de/10014253403