Expectations and Market Microstructure when Liquidity is Lost
| Author | : Jun Muranaga |
| Publisher | : |
| Total Pages | : 34 |
| Release | : 1999 |
| ISBN-13 | : UCSD:31822025766429 |
| ISBN-10 | : |
| Rating | : 4/5 ( Downloads) |
Book Synopsis Expectations and Market Microstructure when Liquidity is Lost by : Jun Muranaga
Download or read book Expectations and Market Microstructure when Liquidity is Lost written by Jun Muranaga and published by . This book was released on 1999 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt: Focuses on the halt of price discovery function in the financial markets and the evaporation of market liquidity. Explores the mechanism of these phenomena by using simulation techniques shown in Muranaga and Shimizu (1999).
