An empirical behavioral model of liquidity and volatility

Szabolcs Mike and J. Doyne Farmer ()

Journal of Economic Dynamics and Control, 2008, vol. 32, issue 1, pages 200-234

Date: 2008
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Working Paper: An empirical behavioral model of liquidity and volatility (2007)
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Persistent link: http://EconPapers.repec.org/RePEc:eee:dyncon:v:32:y:2008:i:1:p:200-234

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