Liquidity Black Holes
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Note: CFP 1114.
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- Stephen Morris & Hyun Song Shin, 2004. "Liquidity Black Holes," Review of Finance, Springer, vol. 8(1), pages 1-18.
- Stephen Morris & Hyun Song Shin, 2004. "Liquidity Black Holes," Review of Finance, European Finance Association, vol. 8(1), pages 1-18.
- Hyun Song Shin & Stephen Morris, 2004. "Liquidity Black Holes," Econometric Society 2004 North American Winter Meetings 620, Econometric Society.
- Hyun Song Shin & Stephen Morris, 2004. "Liquidity Black Holes," Econometric Society 2004 North American Winter Meetings 644, Econometric Society.
- Stephen Morris & Hyun Song Shin, 2004. "Liquidity Black Holes," Yale School of Management Working Papers ysm425, Yale School of Management.
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More about this item
Keywords
Liquidity; Asset pricing; Global games;All these keywords.
JEL classification:
- C7 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2003-10-12 (Financial Markets)
- NEP-MAC-2003-10-12 (Macroeconomics)
- NEP-RMG-2003-10-12 (Risk Management)
Statistics
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