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Volatility regimes and liquidity co-movements in cap-based portfolios

Bibliographic reference Petitjean, Mikael ; Giot, Pierre ; Beaupain, Renaud. Volatility regimes and liquidity co-movements in cap-based portfolios. In: Finance, Vol. 31, no. 1, p. 55-79 (2010)
Permanent URL http://hdl.handle.net/2078/69139