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Liquidity in Markets

Created about 6 years ago, updated almost 4 years ago

Grossman, Miller- 1988 - Liquidity and Market Structure

Does Liquidity Affect Securities Market Efficiency? PAUL C. TETLOCK

PHANTOM PRICES & LIQUIDITY: THE NUISANCE OF TRANSLUCENCE
By Adil Abdulali, Leslie Rahl and Eric Weinstein, CMRA

1985 Kyle model and 1983-Glosten-Milgrom

http://pages.nes.ru/aobizhaeva/research.html

microstructure and liquidity in markets
Trading in Crowded Markets

2020 Revisiting the Ides of March, Part III: Scary Stories to Tell in the Dark

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Inelastic market hypothesis