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Expectations and Market Microstructure When Liquidity is Lost

Jun Muranaga and Tokiko Shimizu
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Jun Muranaga: Bank of Japan
Tokiko Shimizu: Bank of Japan

A chapter in Market Liquidity: Research Findings and Selected Policy Implications, 1999, vol. 11, pp 1-14 from Bank for International Settlements

Date: 1999
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Citations: View citations in EconPapers (3)

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