On the usefuleness of intraday price ranges to Gauge liquidity in cap-based portfolios

Paolo Mazza and Mikael Petitjean

No 2780, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2016-01-01
Note: In : Economic Modelling, 54, 67-81, 2016
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Journal Article: On the usefulness 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)
Working Paper: On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios (2016)
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