Illiquidity comovement and market crisis
type: Item
instance of: scholarly article
title: Illiquidity comovement and market crisis
zbMATH Open document ID: 1504.91330
author: Qingduo Zeng
author: Qiang Zhang
author: Shancun Liu
author: Yaodong Yang
published in: Journal of Systems Science and Complexity
publication date: 2022-12-20T00:00:00Z
Mathematics Subject Classification ID: 91G45
zbMATH DE Number: 7635191
zbMATH Keywords: contagion
zbMATH Keywords: crisis
zbMATH Keywords: illiquidity
zbMATH Keywords: rational expectation equilibrium
MaRDI profile type: Publication
full work available at URL: s11424-022-0299-1
OpenAlex ID: W4289517806
cites work: Common sentiment and price contagion
DOI: 10.1007/S11424-022-0299-1
description: scientific article; zbMATH DE number 7635191