RESILIENT PRICE IMPACT OF TRADING AND THE COST OF ILLIQUIDITY (Q2862513)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RESILIENT PRICE IMPACT OF TRADING AND THE COST OF ILLIQUIDITY |
scientific article |
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RESILIENT PRICE IMPACT OF TRADING AND THE COST OF ILLIQUIDITY (English)
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15 November 2013
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liquidity risk
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limit order books
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asset pricing
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utility maximization
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resilience
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price impacts
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