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A simple model of market liquidity - MaRDI portal

A simple model of market liquidity

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Publication:1960582

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DOI10.1016/S0165-1765(99)00105-6zbMath0970.91506OpenAlexW1992921177MaRDI QIDQ1960582

Norvald Instefjord

Publication date: 12 January 2000

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(99)00105-6

zbMATH Keywords

illiquid markets liquidity premia liquidity costs

Mathematics Subject Classification ID

Cites Work

Continuous Auctions and Insider Trading

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