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A study or common determinants of daily bid-ask spreads and trading volume for the bond and stock markets over the 1991-98 period, finding that spread changes in one market are affected by lagged spre
Common determinants of bond and stock market liquidity by Tarun Chordia is in our investing catalog. Brian's team is working through hand-reviews in order — the books his audience asks about most go first.
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About Tarun Chordia
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