Identifying stock market bubbles. Modeling illiquidity premium and bid-ask prices of financial securities

DOI10.1007/978-3-319-65009-8zbMath1386.91006OpenAlexW2758184148MaRDI QIDQ1707188

Azar Karimov

Publication date: 28 March 2018

Published in: Contributions to Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-65009-8

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10)

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