@misc{CebirogluHautschWalsh2019, author = {G{\"o}khan Cebiroglu and Nikolaus Hautsch and Christopher Walsh}, title = {Revisiting the stealth trading hypothesis: does time-varying liquidity explain the size-effect?}, booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 625}, number = {July 18, 2019}, url = {https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3446394}, institution = {Wirtschaftswissenschaften}, series = {CFS working paper series}, number = {625}, type = {workingpaper}, pages = {58}, year = {2019}, }