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"Do Liquidity Proxies Based on Daily Prices and Quotes Really Measure ..."

Barbara Bedowska-Sójka, Krzysztof Echaust (2020)

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DOI: 10.3390/E22070783

access: open

type: Journal Article

metadata version: 2020-12-25

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  dblp key:
  - journals/entropy/Bedowska-SojkaE20
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  - https://dblp.org/rec/journals/entropy/Bedowska-SojkaE20
Barbara Bedowska-Sójka, Krzysztof Echaust:
Do Liquidity Proxies Based on Daily Prices and Quotes Really Measure Liquidity? Entropy 22(7): 783 (2020)

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