Short horizon liquidity and trading activity in the US Treasury market: do inventory holding costs matter?
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DOI: 10.1080/09603101003761861
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Cited by:
- Camilleri, Silvio John & Galea, Francelle, 2019. "The Determinants of Securities Trading Activity: Evidence from four European Equity Markets," MPRA Paper 95298, University Library of Munich, Germany.
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