Journal article · 2016

Liquidity dynamics around jumps: The evidence from the Warsaw Stock Exchange

Będowska-Sójka, B.

Emerging Markets Finance and Trade, 52(12), 2740–2755

DOI: 10.1080/1540496X.2016.1216937

Full text: see the publisher version via DOI.

Preprint: https://doi.org/10.2139/ssrn.2500715

Research topics: Market liquidity and its measurement

Cite

@article{emft2016_jumps,
  title = {Liquidity dynamics around jumps: The evidence from the Warsaw Stock Exchange},
  author = {Będowska-Sójka, B.},
  year = {2016},
  journal = {Emerging Markets Finance and Trade},
  note = {52(12), 2740–2755},
  doi = {10.1080/1540496X.2016.1216937}
}