Dan Liang

School of Economics, Shanghai University of Finance and Economics

Assistant Professor

777 Guoding Road

Shanghai University of Finance and Economics

Shanghai, Shanghai 200433

China

SCHOLARLY PAPERS

2

DOWNLOADS

533

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (2)

1.

The Trader's Dilemma: Trading Strategies and Endogenous Pricing in an Illiquid Market

Number of pages: 61 Posted: 18 Mar 2005
Dan Liang and Frank Milne
School of Economics, Shanghai University of Finance and Economics and Queen's University - Department of Economics
Downloads 312 (105,205)
Citation 2

Abstract:

Loading...

illiquidity discount, trading strategies, dynamic bargaining and trading game

Distressed Sales and Financial Arbitrageurs: Front-Running in Illiquid Markets

Number of pages: 76 Posted: 15 Sep 2005
Dan Liang
School of Economics, Shanghai University of Finance and Economics
Downloads 152 (209,834)
Citation 1

Abstract:

Loading...

strategic trading, front-running, illiquid market, price impact

Distressed Sales and Financial Arbitrageurs: Front-Running in Illiquid Markets

Number of pages: 79 Posted: 14 Feb 2009
Dan Liang
School of Economics, Shanghai University of Finance and Economics
Downloads 69 (362,375)

Abstract:

Loading...

Front-running, Illiquidity, Distressed sales, Financial arbitrageurs