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The main source of data used to compute liquidity measures in Improving liquidity through efficient stock market structure and operational design is: Question 15 options:
The main source of data used to compute liquidity measures in "Improving liquidity through efficient stock market structure and operational design" is:
A. Bloomberg closing bid and ask prices | |
B. TAQ intradaily data | |
C. SIRCA dataset | |
D. Abel/Noser institutional trading dataset |
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