Yang Liu

Stevens Institute of Technology - School of Business

Hoboken, NJ 07030

United States

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Scholarly Papers (1)

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Cluster Analysis of Liquidity Measures in a Stock Market Using High Frequency Data

Stevens Institute of Technology School of Business Research Paper
Posted: 26 Oct 2017 Last Revised: 23 Mar 2018
Stevens Institute of Technology - School of Business, Stevens Institute of Technology - School of Business, Stevens Institute of Technology and Stevens Institute of Technology

Abstract:

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Liquidity, High Frequency Trading, Correlation, Hierarchical Clustering