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The intraday determination of liquidity in the NYSE LIFFE equity option markets

Verousis, Thanos and ap Gwilym, Owain and Chen, XiaoHua (2016) The intraday determination of liquidity in the NYSE LIFFE equity option markets. The European Journal of Finance, 22 (12). pp. 1164-1188. DOI https://doi.org/10.1080/1351847x.2015.1019642



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