Abstract
The data and filtering methods used in the empirical analysis are described, and a preliminary data analysis of autocorrelations and trading volumes is conducted to shed more light on the characteristics of liquidity.
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© 2014 Tommi A. Vuorenmaa
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Vuorenmaa, T.A. (2014). Preliminary 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_2
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DOI: https://doi.org/10.1057/9781137396853_2
Publisher Name: Palgrave Macmillan, New York
Print ISBN: 978-1-349-49247-3
Online ISBN: 978-1-137-39685-3
eBook Packages: Palgrave Economics & Finance CollectionEconomics and Finance (R0)