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Price Discovery, Price Impact, Trading Volume, Low-Latency Trading
Lehman Brothers, Equity Bid-Ask Spread Decomposition, Informed Trading
Lehman Brothers, bid-ask spread decomposition, informed trading, information contagion
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low latency trading, price discovery, price impact, trading volume
Microstructure, Panic, Information Asymmetry, Funding Illiquidity, Market Illiquidity, Fire Sales, Price Discovery
information risk, liquidity risk, price discovery, rumour-based panic
Limits to arbitrage, short selling, stock cornering, disclosure and securities regulation.
Trading restrictions, Short selling, Derivatives, Regulation
Equity Short Sales, Bearish Option Strategies, Financial Market Stability
high-frequency trading, batch auction markets, liquidity, adverse selection
Market Transparency, Price Impact, CDS Markets, Stock Markets
microstructure, panic, information asymmetry, funding illiquidity, market illiquidity, fire sales, price discovery
adverse selection costs, bid ask spreads, contagion, systemic risk
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