Market-wide liquidity co-movements, volatility regimes and market cap sizes

Renaud BEAUPAIN, Pierre Giot, Mikael PETITJEAN

    Research output: Contribution to journalArticle

    Original languageEnglish
    Pages (from-to)55-78
    Number of pages24
    JournalRevue Finance
    Volume31
    Publication statusPublished - 2010

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