London NW1 4SA
London Business School
in Total Papers Downloads
in Total Papers Citations
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.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Liquidity, asset pricing
Price Limits, Magnet Hypothesis, Price Dynamics
Price Limits, Overreaction Hypothesis, Price Discovery, Strategic Trading
Interdealer Trading, Risk Management, Bonds
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.174 seconds