Multi-scale Representation of High Frequency Market Liquidity
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References listed on IDEAS
- Alexandros Gabrielsen & Massimiliano Marzo & Paolo Zagaglia, 2011.
"Measuring market liquidity: An introductory survey,"
- Alexandros Gabrielsen & Massimiliano Marzo & Paolo Zagaglia, 2012. "Measuring Market Liquidity: An Introductory Survey," Working Paper series 02_12, Rimini Centre for Economic Analysis.
- Gabrielsen, Alexandros & Marzo, Massimiliano & Zagaglia, Paolo, 2011. "Measuring market liquidity: an introductory survey," MPRA Paper 35829, University Library of Munich, Germany.
- A. Gabrielsen & M. Marzo & P. Zagaglia, 2011. "Measuring market liquidity: An introductory survey," Working Papers wp802, Dipartimento Scienze Economiche, Universita' di Bologna.
- Galluccio, S. & Caldarelli, G. & Marsili, M. & Zhang, Y.-C., 1997. "Scaling in currency exchange," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 245(3), pages 423-436.
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- Monira Essa Aloud, 2016. "Time Series Analysis Indicators under Directional Changes: The Case of Saudi Stock Market," International Journal of Economics and Financial Issues, Econjournals, vol. 6(1), pages 55-64.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-02-15 (All new papers)
- NEP-MST-2014-02-15 (Market Microstructure)
- NEP-SOG-2014-02-15 (Sociology of Economics)
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