Understanding commonality in liquidity around the world

Journal of Financial Economics - Tập 105 - Trang 82-112 - 2012
G. Andrew Karolyi1, Kuan-Hui Lee2, Mathijs A. van Dijk3
1Johnson Graduate School of Management, Cornell University, Ithaca, NY 14853, USA
2Seoul National University Business School, Seoul National University, Seoul, South Korea
3Rotterdam School of Management, Erasmus University, Rotterdam, The Netherlands

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