The asset pricing effects of UK market liquidity shocks evidence from tick data

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Bibliographische Detailangaben
Veröffentlicht in:International review of financial analysis
1. Verfasser: Foran, Jason (VerfasserIn)
Weitere Verfasser: Hutchinson, Mark C. (VerfasserIn), O'Sullivan, Niall (VerfasserIn)
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Sprache:eng
Veröffentlicht: 2014
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