Commonality under market stress: evidence from an order-driven market

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dc.contributor.authorBrockman, P.
dc.contributor.authorChung, D.
dc.date.issued2008
dc.description.abstractAbstract not available
dc.description.statementofresponsibilityPaul Brockman, Dennis Y. Chung
dc.identifier.citationInternational Review of Economics and Finance, 2008; 17(2):179-196
dc.identifier.doi10.1016/j.iref.2007.06.002
dc.identifier.issn1059-0560
dc.identifier.urihttp://hdl.handle.net/2440/86178
dc.language.isoen
dc.publisherElsevier
dc.rightsCopyright © 2007 Published by Elsevier Inc.
dc.source.urihttps://doi.org/10.1016/j.iref.2007.06.002
dc.subjectLiquidity; Commonality; Bid–ask spreads; Depths
dc.titleCommonality under market stress: evidence from an order-driven market
dc.typeJournal article
pubs.publication-statusPublished

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