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Volatility regimes and order book liquidity: evidence from the Belgian segment of Euronext

Bibliographic reference Beltran-Lopez, Helena ; Durré, Alain ; Giot, Pierre. Volatility regimes and order book liquidity: evidence from the Belgian segment of Euronext. In: Global Finance Journal, Vol. 20, no. 1, p. 80-97 (2009)
Permanent URL http://hdl.handle.net/2078.1/28912