Fleming 2003 measuring treasury market liquidity and funding

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Journal of Financial and Quantitative Analysis 35, An empirical analysis of stock and bond market liquidity. A study of intraday transaction price of Deutsche mark and Japanese yen futures. Systemic liquidity - Huberman, Halka -

Systemic liquidity - Huberman, Halka - If you find difficulties in submitting manuscript please forward your doc file to support journalofeconomics. News releases and volatility. Price discovery in the U.

Price discovery in the U. Inferring trade direction from intraday data. Volatility in foreign currency futures market.

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