Evaporating Liquidity
收藏NBER2011-12-01 更新2025-01-04 收录
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https://www.nber.org/papers/w17653
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资源简介：
The returns of short-term reversal strategies in equity markets can be interpreted as a proxy for the returns from liquidity provision. Analysis of reversal strategies shows that the expected return from liquidity provision is strongly time-varying and highly predictable with the VIX index. Expected
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美国国家经济研究局创建时间：
2011-12-01
