Reversals and the Returns to Liquidity Provision
收藏NBER2023-02-01 更新2025-01-04 收录
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https://www.nber.org/papers/w30917
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资源简介：
Different aspects of liquidity impact the performance of short-run reversals in different ways, consistent with the predictions of microstructure models. Higher volatility is associated with faster, initially stronger reversals, while lower turnover is associated with more persistent, ultimately
提供机构：
美国国家经济研究局
创建时间：
2023-02-01
