Liquidity risk, price impacts and the replication problem
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Bibliographic InfoArticle provided by Springer in its journal Finance and Stochastics.
Volume (Year): 15 (2011)
Issue (Month): 3 (September)
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Web page: http://www.springerlink.com/content/101164/
Find related papers by JEL classification:
- 60H - - - - - -
- 60G - - - - - -
- 91B - - - - - -
- 91B - - - - - -
- D40 - Microeconomics - - Market Structure and Pricing - - - General
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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"What really causes large price changes?,"
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