The Analysis of Some Trading Strategy on the Stock Market with the Liquidity Shortage
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References listed on IDEAS
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More about this item
Keywords
Liquidity shortage; market impact; transaction cost; stock price.;All these keywords.
JEL classification:
- C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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