RESILIENT PRICE IMPACT OF TRADING AND THE COST OF ILLIQUIDITY (Q2862513)

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RESILIENT PRICE IMPACT OF TRADING AND THE COST OF ILLIQUIDITY
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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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