London NW1 4SA
London Business School
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Arbitrage, Bonds, Extreme Risk, Hedge Funds, Liquidity, Pairs Trading, Spread Trading, Statistical Arbitrage, U.S. Treasury Securities
Liquidity, Asset Pricing
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP3900.
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Liquidity, asset pricing
Price Limits, Magnet Hypothesis, Price Dynamics
Price Limits, Overreaction Hypothesis, Price Discovery, Strategic Trading
Interdealer Trading, Risk Management, Bonds
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