An estimation of cost-based market liquidity from daily high, low and close prices

J. Saleemi

Open source

DOI: 10.46503/vutl1758
Published: 2020
Container: Finance, Markets and Valuation
Publisher: Asociacion para la Formacion y la Investigacion en Ciencias Economicas y Sociales
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.46503/vutl1758,
  title = {An estimation of cost-based market liquidity from daily high, low and close prices},
  author = {J. Saleemi},
  year = {2020},
  journal = {Finance, Markets and Valuation},
  doi = {10.46503/vutl1758},
  url = {https://doi.org/10.46503/vutl1758}
}

RIS

TY  - JOUR
TI  - An estimation of cost-based market liquidity from daily high, low and close prices
AU  - J. Saleemi
PY  - 2020
JO  - Finance, Markets and Valuation
DO  - 10.46503/vutl1758
UR  - https://doi.org/10.46503/vutl1758
ER  -

APA

Saleemi, J. (2020). An estimation of cost-based market liquidity from daily high, low and close prices. Finance, Markets and Valuation. https://doi.org/10.46503/vutl1758

Source records

crossref · retrieved 2026-11-10T06:58:40.074Z