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Liquidity without volume. II. Using block orders to measure market resiliency
Author(s) -
Clyman Dana R.,
Jaycobs Richard
Publication year - 1998
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/(sici)1096-9934(199805)18:3<281::aid-fut3>3.0.co;2-p
Subject(s) - market liquidity , corporation , management , futures market , economics , futures contract , financial economics , finance