What are the best liquidity proxies for global research? (Q4555685)
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scientific article; zbMATH DE number 6981961
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| English | What are the best liquidity proxies for global research? |
scientific article; zbMATH DE number 6981961 |
Statements
What Are the Best Liquidity Proxies for Global Research?* (English)
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20 November 2018
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liquidity
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transaction costs
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effective spread
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price impact
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0.6902433633804321
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0.6766005158424377
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0.6750484108924866
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0.661735475063324
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