Carlin, Bruce Ian (contributor); Lobo, Miguel (contributor); … - 2004
, but more marked illiquidity
episodes. To our knowledge, even though this empirical typology seems natural, securities have … repeatedly with the others.
Their trading habits and strategies are common knowledge.16 When one trader needs to trade a
large … another cash-constrained position such as an over-leveraged
8
position, or it occurs as a result of a risk management …