Complete limit order data from Korea show individual stocks' demand and supply elasticities correlating negatively in … short windows. That is, whenever a stock's demand is unusually elastic, its supply is unusually inelastic, and vice versa …. However, in long windows, individual stocks' demand and supply elasticities correlate positively. Notably, both fall about 40 …

crisis, we observe (not estimate) limit order demand and supply curves for individual stocks. Both curves have demonstrably … demand curve, it tends simultaneously to exhibit an unusually inelastic supply curve, and vice versa. These findings have … financial variables revert to pre-crisis norms. Superimposed upon this common long-term modulation, individual stocks' supply …

crisis, we observe (not estimate) limit order demand and supply curves for individual stocks. Both curves have demonstrably … demand curve, it tends simultaneously to exhibit an unusually inelastic supply curve, and vice versa. These findings have … financial variables revert to pre-crisis norms. Superimposed upon this common long-term modulation, individual stocks' supply …