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Browsing Facultat d'Economia i Empresa by Author "Koser, Christoph"

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    Essays on Liquidity in Financial Markets 

    Koser, Christoph (Date of defense: 2020-09-14)

    This dissertation contributes to a better understanding of liquidity in financial markets. Relying on the latest proxies for liquidity and TAQ benchmark data, this dissertation investigates liquidity in financial markets ...