How Jumps Affect Liquidity? The Evidence from Poland
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More about this item
Keywordsliquidity; jumps; intraday data; event study;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
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