Liquidity Dynamics and Cross-Autocorrelations
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.
Volume (Year): 46 (2011)
Issue (Month): 03 (June)
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- Marsh, Ian W. & Wagner , Wolf, 2012.
"Why is price discovery in credit default swap markets news-specific?,"
Research Discussion Papers
6/2012, Bank of Finland.
- Ian W. Marsh & Wolf Wagner, 2012. "Why is Price Discovery in Credit Default Swap Markets News-Specific?," Tinbergen Institute Discussion Papers 12-033/2/DSF33, Tinbergen Institute.
- Marsch, I. & Wagner, W.B., 2012. "Why is Price Discovery in Credit Default Swap Markets News-Specific?," Discussion Paper 2012-006, Tilburg University, Center for Economic Research.
- Stavros Degiannakis & Andreas Andrikopoulos & Timotheos Angelidis & Christos Floros, 2013. "Return dispersion, stock market liquidity and aggregate economic activity," Working Papers 166, Bank of Greece.
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