Large stock price changes: volume or liquidity?
From MaRDI portal
Publication:5475308
DOI10.1080/14697680500168008zbMath1136.91460arXivcond-mat/0401132OpenAlexW2056194319MaRDI QIDQ5475308
Publication date: 16 June 2006
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0401132
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