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Finance

Trade-Time Measures of Liquidity

Profile image of Dan BernhardtDan Bernhardt

2018, Review of Financial Studies

https://doi.org/10.1093/RFS/HHY012
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Abstract

The version presented here may differ from the published version or, version of record, if you wish to cite this item you are advised to consult the publisher's version. Please see the 'permanent WRAP URL' above for details on accessing the published version and note that access may require a subscription.

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