On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios

Mikael Petitjean

No 2016002, LIDAM Reprints LFIN from Université catholique de Louvain, Louvain Finance (LFIN)

Date: 2016-01-01
Note: In : Economic Modelling, Vol. 54, no.1, p. 67-81 (2016)
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Related works:
Journal Article: On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios (2016)
Working Paper: On the usefuleness of intraday price ranges to Gauge liquidity in cap-based portfolios (2016)
Working Paper: On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios (2016)
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