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a leading emerging market, namely China, using difference-in-differences and GARCH approaches. Before the crisis China …
Persistent link: https://www.econbiz.de/10010520524
a leading emerging market, namely China, using difference-in-differences and GARCH approaches. Before the crisis China …
Persistent link: https://www.econbiz.de/10010531831
a leading emerging market, namely China, using difference-in-differences and GARCH approaches. Before the crisis China …
Persistent link: https://www.econbiz.de/10010518789
a leading emerging market, namely China, using difference-in-differences and GARCH approaches. Before the crisis China …
Persistent link: https://www.econbiz.de/10010519820
a leading emerging market, namely China, using difference-in-differences and GARCH approaches. Before the crisis China …
Persistent link: https://www.econbiz.de/10013021756
a leading emerging market, namely China, using difference-in-differences and GARCH approaches. Before the crisis China …
Persistent link: https://www.econbiz.de/10013022780
a leading emerging market, namely China, using difference-in-differences and GARCH approaches. Before the crisis China …
Persistent link: https://www.econbiz.de/10011276389
Using high-frequency transaction data for the three largest European markets (France, Germany and Italy), this paper documents the existence of an asymmetric relationship between market liquidity and trading imbalances: when quoted spreads rise (fall) and liquidity falls (increases) buy (sell)...
Persistent link: https://www.econbiz.de/10008798823
Using high-frequency transaction data for the three largest European markets (France, Germany and Italy), this paper documents the existence of an asymmetric relationship between market liquidity and trading imbalances: when quoted spreads rise (fall) and liquidity falls (increases) buy (sell)...
Persistent link: https://www.econbiz.de/10009272604
Using high-frequency transaction data for the three largest European markets (France, Germany and Italy), this paper documents the existence of an asymmetric relationship between market liquidity and trading imbalances: when quoted spreads rise (fall) and liquidity falls (increases) buy (sell)...
Persistent link: https://www.econbiz.de/10013131806