Measuring the Liquidity Part of Volume

Journal Articles Journal of Banking Year : 2015

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Gulten Mero

S. Darolles

Gaëlle Le Fol

Economics and Finance

https://cyu.hal.science/hal-02979999

Submitted on : Tuesday, October 27, 2020-1:24:31 PM

Last modification on : Friday, March 24, 2023-2:53:19 PM

hal-02979999 , version 1 (27-10-2020)

Gulten Mero, S. Darolles, Gaëlle Le Fol. Measuring the Liquidity Part of Volume. Journal of Banking , 2015, 50, pp.92-105. ⟨hal-02979999⟩