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~institution:"HAL"
~institution:"Institut für Arbeitsmarkt- und Berufsforschung"
~person:"Shen, Min"
~source:"repec"
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Mean Field Games
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heterogeneous beliefs
2
heterogeneous liquidity
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information cost
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liquidity
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liquidity model
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liquidity risk
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Shen, Min
Asensio, Angel
9
Chatelain, Jean-Bernard
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Cont, Rama
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HAL
Institut für Arbeitsmarkt- und Berufsforschung
Université Paris-Dauphine (Paris IX)
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Liquidity
generated by heterogeneous beliefs and costly estimations
Shen, Min
;
Turinici, Gabriel
-
HAL
-
2012
We study the
liquidity
, defined as the size of the trading volume, in a situation where an infinite number of agents …
Persistent link: https://www.econbiz.de/10010548256
Saved in:
2
Liquidity
generated by heterogeneous beliefs and costly estimations
Shen, Min
;
Turinici, Gabriel
-
HAL
-
2012
We study the
liquidity
, de ned as the size of the trading volume, in a situation where an in nite number of agents with …
Persistent link: https://www.econbiz.de/10010550926
Saved in:
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