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

Alain Durré (), H. Beltran and Pierre Giot

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Date: 2009
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Published in Global Finance Journal, 2009, 20 (1), pp.80-97

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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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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00787205

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