Title of article
Liquidity commonality and return co-movement
Author/Authors
Ian Domowitz، نويسنده , , Oliver Hansch، نويسنده , , Xiaoxin Wang، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
26
From page
351
To page
376
Keywords
Liquidity commonality , Return co-movement , Limit order book
Journal title
Journal of Financial Markets
Serial Year
2005
Journal title
Journal of Financial Markets
Record number
189478
Link To Document