Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext
| Authors: | BELTRAN, Helena ; DURRE, Alain ; GIOT, Pierre |
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| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
| Extent: | text/plain |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | In : Global Finance Journal, 20, 80-97, 2009 Number -2132 |
| Other identifiers: | 10.1016/j.gfj.2009.02.001 [DOI] |
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Persistent link: https://www.econbiz.de/10010704000