Large Investors: Implications for Equilibrium Asset, Returns, Shock Absorption, and Liquidity-Reference-Cited by-同舟云学术

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Large Investors: Implications for Equilibrium Asset, Returns, Shock Absorption, and Liquidity

Published:2005 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Pritsker Matt G.

Publisher

Elsevier BV

Reference60 articles.

1. Sunshine Trading and Financial Market Equilibrium;A Admati;Review of Financial Studies,1991

2. Optimal Execution of Portfolio Transactions;R Almgren;Journal of Risk,2000

3. Stock Price Manipulation;F Allen;Review of Financial Studies,1992

4. Stock Price Manipulation, Market Microstructure, and Asymmetric Information;F Allen;European Economic Review,1992

5. Arbitraging Arbitrageurs;M Attari;Mimeo, University of Wisconsin at Madison,2002

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