Liquidity commonality and spillover in the US and Japanese markets: an intraday analysis using exchange-traded funds
| Year of publication: |
2008
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| Authors: | Datar, Vinay ; So, Raymond W. ; Tse, Yiuman |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 31.2008, 4, p. 379-394
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