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Endogenous liquidity crises - MaRDI portal

Endogenous liquidity crises (Q5135044)

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scientific article; zbMATH DE number 7275318
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English
Endogenous liquidity crises
scientific article; zbMATH DE number 7275318

    Statements

    title
    Endogenous liquidity crises (English)
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    author
    Antoine Fosset
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    Jean-Philippe Bouchaud
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    Michael Benzaquen
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    publication date
    19 November 2020
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    zbMATH Keywords
    market microstructure
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    market impact
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    models of financial markets
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    quantitative finance
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    agent-based models
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    Identifiers

    zbMATH DE Number
    7275318
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    OpenAlex ID
    W3105723083
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    arXiv ID
    1912.00359
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