VPIN, liquidity, and return volatility in the U.S. equity markets
| Autor: | Yildiz, Serhat a, Van Ness, Bonnie b, Van Ness, Robert b, ⁎ |
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| Zdroj: | In Global Finance Journal August 2020 45 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Yildiz, Serhat a, Van Ness, Bonnie b, Van Ness, Robert b, ⁎ |
|---|---|
| Zdroj: | In Global Finance Journal August 2020 45 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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Full Text from ScienceDirect