Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext

Helena Beltran, Alain Durré () and Pierre Giot

No 2132, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2009-01-01
Note: In : Global Finance Journal, 20, 80-97, 2009
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Journal Article: Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext (2009)
Working Paper: Volatility regimes and order book liquidity: evidence from the Belgian segment of Euronext (2009)
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