The Key Role of Liquidity Fluctuations in Determining Large Price Fluctuations

The Key Role of Liquidity Fluctuations in Determining Large Price Fluctuations.


Type: journal

Lillo, F., and J. D. Farmer. 'The Key Role of Liquidity Fluctuations in Determining Large Price Fluctuations.' Fluctuations and Noise Lett. 5 (2005): L209-L216.


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