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The Key Role of Liquidity Fluctuations in Determining Large Price Fluctuations

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13 May 05

Citation:

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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The Key Role of Liquidity Fluctuations in Determining Large Price Fluctuations

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