Chordia, Roll And Subrahmanyam -Market Liquidity And Trading Activity
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Chordia, Roll And Subrahmanyam -Market Liquidity And Trading Activity

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Market Liquidity and Trading Activity TARUN CHORDIA, RICHARD ROLL, and AVANIDHAR SUBRAHMANYAM* ABSTRACT Previous studies of liquidity span short time periods and focus on the individual security. In contrast, we study aggregate market spreads, depths, and... More

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