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Daily Return Volatility, Bid‐Ask Spreads, and Information Flow: Analyzing the Information Content of Volume*

✍ Scribed by Li, Jinliang; Wu, Chunchi

Book ID: 123881173
Publisher: University of Chicago Press
Year: 2006
Tongue: English
Weight: 306 KB
Volume: 79
Category: Article
ISSN: 0021-9398
DOI: 10.1086/505249

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