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The Hui-Heubel liquidity ratio is effectively computed as the ratio of: A.Price range to turnover rate B.Long-run volatility to short-run volatility C.Absolute returns to trading
The Hui-Heubel liquidity ratio is effectively computed as the ratio of:
A.Price range to turnover rate
B.Long-run volatility to short-run volatility
C.Absolute returns to trading volume
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