Work

Measuring the liquidity part of volume

Year: 2014

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2014.09.007

Authors: Serge Darolles, Gaëlle Le Fol, Gulten Mero

Institutions: Dauphine Recherches en Management, Centre de Recherche en Économie et Statistique, Université Paris Dauphine-PSL, Centre National de la Recherche Scientifique, Théorie Économique, Modélisation et Applications, Université de Cergy-Pontoise

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3121645554

FWCI: 6.102

Cites: 51

Cited by: 33

Related to: 10