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Lit and Dark Liquidity with Lost Time Data: Interlinked Trading Venues around the Global Financial Crisis pp 28–50Cite as

Palgrave Macmillan

Empirical Analysis

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Abstract

The empirical results with respect to liquidity, noise variance, jump activity, and pairwise correlation estimation are reported and discussed. The relationship of these variables with each other is illustrated graphically.

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Authors and Affiliations

  1. VALO Research and Trading, Finland

    Tommi A. Vuorenmaa (Head of Research)

Authors
  1. Tommi A. Vuorenmaa
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© 2014 Tommi A. Vuorenmaa

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Vuorenmaa, T.A. (2014). Empirical Analysis. In: Lit and Dark Liquidity with Lost Time Data: Interlinked Trading Venues around the Global Financial Crisis. Palgrave Macmillan, New York. https://doi.org/10.1057/9781137396853_4

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