Daniel Nicholass

Fidessa Group, London

One Old Jewry

London, EC2R 8DN

United Kingdom

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Convenient Liquidity Measure for Financial Markets

Number of pages: 14 Posted: 29 Jan 2014 Last Revised: 14 Aug 2014
Oleh Danyliv, Bruce Bland and Daniel Nicholass
Fidessa Group plc, Fidessa Group, London and Fidessa Group, London
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Abstract:

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measuring liquidity, portfolio liquidity