How large is liquidity risk in an automated auction market?

Pierre Giot and Joachim Grammig ()

Empirical Economics, 2006, vol. 30, issue 4, 867-887

Date: 2006
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Working Paper: How large is liquidity risk in an automated auction market? (2006)
Working Paper: How large is liquidity risk in an automated auction market ? (2002)
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DOI: 10.1007/s00181-005-0003-z

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