The Information Content of Price Movements for Intraday Liquidity Estimation
2000 ◽
Vol 58
(1-2)
◽
pp. 215-260
◽
Keyword(s):
2011 ◽
Vol 211
(2)
◽
pp. 385-393
◽
1968 ◽
Vol 26
◽
pp. 354-355
Keyword(s):