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On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios

Bibliographic reference Petitjean, Mikael ; et. al. On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios. In: Economic Modelling, Vol. 54, no.1, p. 67-81 (Avril 2016)
Permanent URL http://hdl.handle.net/2078.1/171607