Javier Bianchi, J. Hatchondo, Richmond Fed et al.
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X. Freixas, Antoine Martin, David R. Skeie
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Freddy Cepeda-López, Fredy Gamboa-estrada, Javier Miguélez-Márquez et al.
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M. Günnewig, Yuliyan Mitkov, Maxi Guennewig
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Tian-Xi Wang, Michael Kumhof, M. Lahcen et al.
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Open access
Sep 2026
This study examines the cross‐sectional relationship between stock return and stock liquidity (both level and risk) for the period when there was a huge decline in market‐wide funding liquidity from the collapse of Lehman Brothers. We propose a global game model to analyse the decisions of short‐term traders around t...
Shuang Feng, Li-Ning Han, Chun-Yu Ho et al.
· International Journal of Fin... · 0 citations
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