A Study on Brexit: Correlations and Tail Events Distribution of Liquidity Measures

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Mingyuan Kong; Amin Salighehdar; Dragos Bozdog;

Liquidity describes the degree to which an asset or security can be quickly bought or sold in the market without affecting the asset's price. In this study, some of the existing liquidity measures are studied and analyzed during Brexit. We examine Utilities Select Secto... View more
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