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    • Commonality in FX liquidity: High-frequency evidence 

      Şensoy, Ahmet; Uzun, Sevcan; Lucey, B. M. (Elsevier, 2020-06)
      We test the existence and reveal the main properties of commonality in liquidity for the foreign exchange (FX) markets at the high-frequency level. Accordingly, commonality in FX liquidity exists even at the high-frequency ...