Demand Storage, Market Liquidity, and Price Volatility
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More about this item
KeywordsFinancial markets; price formation; volatility; liquidity; master equation; random process; limit orders; dimensional analysis;
All these keywords.
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-FMK-2002-03-14 (Financial Markets)
- NEP-MIC-2002-03-14 (Microeconomics)
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