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Measuring the Liquidity Part of Volume

Gulten Mero 1 S. Darolles 1 Gaëlle Le Fol 1
1 THEMA - Théorie économique, modélisation et applications
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Journal articles
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https://hal-cyu.archives-ouvertes.fr//hal-02979999
Contributor : Cybu Recherche <>
Submitted on : Tuesday, October 27, 2020 - 1:24:31 PM
Last modification on : Thursday, January 21, 2021 - 11:06:02 AM

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  • HAL Id : hal-02979999, version 1

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UNIV-CERGY | CNRS | THEMA-UMR8184 | CY-TECH-SM

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

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