The asset pricing effects of UK market liquidity shocks: Evidence from tick data
Foran, Jason; Hutchinson, Mark C.; O'Sullivan, Niall
- 期刊名称International Review of Financial Analysis
- 作者Foran, Jason; Hutchinson, Mark C.; O'Sullivan, Niall
- 卷第32卷
- 印刷ISSN1057-5219
- 文件大小418.78KB
- 发表时间2014-03
- DOI10.1016/j.irfa.2014.01.010
- 页码85-94