Illiquidity Comovement and Market Crisis
Author:
Publisher
Springer Science and Business Media LLC
Subject
Information Systems,Computer Science (miscellaneous)
Link
https://link.springer.com/content/pdf/10.1007/s11424-022-0299-1.pdf
Reference16 articles.
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3. Cespa G and Foucault T, Illiquidity contagion and liquidity crashes, The Review of Financial Studies, 2014, 27(6): 1615–1660.
4. Kodres L E and Pritsker M, A rational expectations model of financial contagion, The Journal of Finance, 2002, 57(2): 769–799.
5. Vives X, Information and Learning in Markets: The Impact of Market Microstructure, Princeton University Press, Princeton, 2010.
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