Relative liquidity and future volatility (2015)

First Author: Valenzuela M

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.finmar.2015.03.001

Publication URI: http://dx.doi.org/10.1016/j.finmar.2015.03.001

Type: Journal Article/Review

Parent Publication: Journal of Financial Markets