Measuring liquidity in emerging markets

Ph.D

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Bibliographic Details
Main Author:	ZHANG HUIPING
Other Authors:	FINANCE
Format:	Theses and Dissertations
Language:	English
Published:	2011
Subjects:	Liquidity; effective bid-ask spread; price impact; Illiq_Zero; correlation; principal component analysis
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/23715
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Institution:	National University of Singapore
Language:	English

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