Daily Return Volatility, Bid-Ask Spreads, and Information Flow: Analyzing the Information Content of Volume
| Year of publication: |
2006
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|---|---|
| Authors: | Li, Jinliang ; Wu, Chunchi |
| Published in: |
The journal of business : B. - Chicago, Ill : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 2416177. - Vol. 79.2006, 5, p. 2697-2740
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