An edition of Measuring, forecasting, and explaining time varying liquidity in the stock market (1997)

Measuring, forecasting, and explaining time varying liquidity in the stock market

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Measuring, forecasting, and explaining time v ...
R. F. Engle, R. F. Engle
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Last edited by WorkBot
January 18, 2010 | History
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An edition of Measuring, forecasting, and explaining time varying liquidity in the stock market (1997)

Measuring, forecasting, and explaining time varying liquidity in the stock market

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Publish Date
Publisher
National Bureau of Economic Research
Language
English
Pages
22

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Subjects

Prices, Econometric models, Stocks, Liquidity (Economics)
Edition Availability
Cover of: Measuring, forecasting, and explaining time varying liquidity in the stock market
Measuring, forecasting, and explaining time varying liquidity in the stock market
1997, National Bureau of Economic Research
in English
  • Not in Library

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Book Details

Edition Notes

"August 1997."

Includes bibliographical references (p. 21-22).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER World Wide Web site.

Support from NSF grant SBR-9422575

Published in
Cambridge, MA
Series
NBER working paper series -- working paper 6129, Working paper series (National Bureau of Economic Research) -- no. 6129.

The Physical Object

Pagination
22 p. :
Number of pages
22

ID Numbers

Open Library
OL22405334M

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January 18, 2010 Edited by WorkBot add subjects and covers
December 11, 2009 Created by WorkBot add works page