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Market-wide liquidity co-movements, volatility regimes and market cap sizes

Bibliographic reference Beaupain, Renaud ; Giot, Pierre ; Petitjean, Mikael. Market-wide liquidity co-movements, volatility regimes and market cap sizes. CORE Discussion Papers ; 2006/102 (2006)
Permanent URL http://hdl.handle.net/2078.1/4555