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Liquidity and volatility commonality in the Canadian stock market

Nathan Gold1, Qiming Wang2,3, Melanie Cao4

  • 11Department of Mathematics and Statistics, York University, 4700 Keele St., Toronto, M3J 1P3 Canada.

Mathematics-In-Industry Case Studies
|February 4, 2020
PubMed

Keywords:
Canadian stock marketCommonalityLiquidityVolatility

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