Liquidity Dynamics and Cross-Autocorrelations
| Year of publication: |
2011
|
|---|---|
| Authors: | Chordia, Tarun ; Sarkar, Asani ; Subrahmanyam, Avanidhar |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 46.2011, 3, p. 709-737
|