2018-08-14
Are price impact-based liquidity measures biased due to important announcements?
Publication
Publication
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Schmitt, Claus, van Dijk, Mathijs | |
hdl.handle.net/2105/45894 | |
Finance & Investments | |
Organisation | Rotterdam School of Management |
Vaz Pinto de Souza Araújo, Augusto. (2018, August 14). Are price impact-based liquidity measures biased due to important announcements?. Finance & Investments. Retrieved from http://hdl.handle.net/2105/45894
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