Liquidity drops

DOI10.1007/s10479-019-03285-0zbMath1476.91211OpenAlexW4240923337WikidataQ127801500 ScholiaQ127801500MaRDI QIDQ2241086

Giacomo Morelli

Publication date: 8 November 2021

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-019-03285-0

zbMATH Keywords

liquidity riskfinancial regulationpredatory trading

Mathematics Subject Classification ID

Portfolio theory (91G10) Financial networks (including contagion, systemic risk, regulation) (91G45)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A general version of the fundamental theorem of asset pricing
• Additional logarithmic utility of an insider
• Free lunch and arbitrage possibilities in a financial market model with an insider.
• Stylized algorithmic trading: satisfying the predictive near-term demand of liquidity
• Optimal and coherent economic-capital structures: evidence from long and short-sales trading positions under illiquid market perspectives
• Bank Runs, Deposit Insurance, and Liquidity
• Continuous Auctions and Insider Trading
• Insider Trading in a Continuous Time Market Model
• Anticipative portfolio optimization

This page was built for publication: Liquidity drops