Large Bets and Stock Market Crashes

DOI10.1093/ROF/RFAD008OpenAlexW3125366647MaRDI QIDQ6119983

A. A. Obizhaeva, Albert S. Kyle

Publication date: 20 February 2024

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/rof/rfad008

zbMATH Keywords

invarianceliquiditymarket microstructureprice impactsystemic riskcrashesmarket depth

Mathematics Subject Classification ID

Financial networks (including contagion, systemic risk, regulation) (91G45) Financial markets (91G15)

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