Liquidity dynamics and cross-autocorrelations

Journal of Financial and Quantitative Analysis

Volumn 46, Issue 3, 2011, Pages 709-736

  Chordia, Tarun ^a   Sarkar, Asani ^b   Subrahmanyam, Avanidhar ^c  

^a EMORY UNIVERSITY   (United States)

^b FEDERAL RESERVE BANK OF NEW YORK   (United States)

^c UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 80053076811     PISSN: 00221090     EISSN: 17566916     Source Type: Journal    
DOI: 10.1017/S0022109011000081     Document Type: Article

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