Liquidity without volume. II. Using block orders to measure market resiliency
| Year of publication: |
1998
|
|---|---|
| Authors: | Clyman, Dana R. ; Jaycobs, Richard |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 18.1998, 3, p. 281-296
|
| Publisher: |
John Wiley & Sons, Ltd. |