The Information Content of Volume Price Impact for Intraday Liquidity Forecasting

Moyaert, Thibaut
(2012) 20th Conference on the Theories and Practices of Securities and Financial Markets, — Location: Kaohsiung (Taiwan) (14.December.2012)

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  • Moyaert, ThibautUCLouvain
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Moyaert, T. (2012). The Information Content of Volume Price Impact for Intraday Liquidity Forecasting. 20th Conference on the Theories and Practices of Securities and Financial Markets, Kaohsiung (Taiwan). https://hdl.handle.net/2078.5/194386