Liquidity Black Holes *
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Publication:4672024
DOI10.1023/B:EUFI.0000022155.98681.25zbMath1106.91317OpenAlexW2069666581MaRDI QIDQ4672024
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Publication date: 29 April 2005
Published in: Review of Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/b:eufi.0000022155.98681.25
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Related Items (5)
Efficient ex-ante stabilization of firms ⋮ Hedge fund systemic risk signals ⋮ How do volatility regimes affect the pricing of quality and liquidity in the stock market? ⋮ Recurrent crises in global games ⋮ Efficient simulation of Lévy-driven point processes
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