Determinants of Daily Fluctuations in Liquidity and Trading Activity
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Bibliographic InfoArticle provided by Instituto de Economía. Pontificia Universidad Católica de Chile. in its journal Cuadernos de Economía-Latin American Journal of Economics.
Volume (Year): 40 (2003)
Issue (Month): 121 ()
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- Lakonishok, Josef & Maberly, Edwin, 1990. " The Weekend Effect: Trading Patterns of Individual and Institutional Investors," Journal of Finance, American Finance Association, vol. 45(1), pages 231-43, March.
- Paresh Kumar Narayan & Zhichao Zhang & Xinwei Zheng, 2010.
"Some Hypotheses on Commonality in Liquidity: New Evidence from the Chinese Stock Market,"
2010_10, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
- Paresh Kumar Narayan & Xinwei Zheng & Zhichao Zhang, 2011. "Some hypothesis on commonality in liquidity: New evidence from the Chinese stock market," Financial Econometics Series 2011_11, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
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