Liquidity generated by heterogeneous beliefs and costly estimations
Year of publication: |
2012-01-30
|
---|---|
Authors: | Shen, Min ; Turinici, Gabriel |
Institutions: | HAL |
Subject: | liquidity | liquidity risk | transaction volume | liquidity model | Mean Field Games | trading volume | information cost | heterogeneous liquidity | heterogeneous beliefs | research cost |
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