Measuring liquidity commonality in financial markets
From MaRDI portal
Publication:5139252
DOI10.1080/14697688.2020.1744698zbMath1454.91254MaRDI QIDQ5139252
Kai-Hong Tee, Baibing Li, Chenlu Li
Publication date: 7 December 2020
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://figshare.com/articles/Measuring_liquidity_commonality_in_financial_markets/12046455
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G15: Financial markets
Uses Software
Cites Work