Unveiling the relation between herding and liquidity with trader lead-lag networks
Author:
Affiliation:
1. Classe di Scienze, Scuola Normale Superiore di Pisa, Pisa, Italy
2. Department of Mathematics, University of Bologna, Bologna, Italy
Funder
Scuola Normale Superiore - SNS
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/14697688.2020.1763442
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