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I examine the acceptance time (i.e., the time that eventually-published articles take from first-round submission to final-round acceptance) and the online/print publication times (i.e., the time that eventually-published articles take from first-round submission to online/print publication) of...
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We examine a general class of volatility over volume liquidity proxies as computed from low frequency (daily) data. We start from the Kyle and Obizhaeva (2016) hypothesis of transaction cost invariance to identify a new volatility over volume liquidity proxy “VoV(%Spread)” for percent spread...
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