公共流文档教材动资产(1).pdfVIP

Commonality in Liquidity by Tarun Chordia, Richard Roll, and Avanidhar Subrahmanyam First Draft, August, 1998 Revised, March, 1999 Abstract Traditionally and understandably, the microscope of market microstructure has focused on attributes of single assets. Little theoretical attention and virtually no empirical work has