SSRNTrading, Microstructure & Execution
Optimal Liquidity and Asset Bubbles
Asset price bubbles can be created by the interaction between limited participation and credit lines, benefiting arbitrageurs and liquidity providers, but not regular stockholders due to increased stock volatility.
Featured in No. 10 on 2 Aug 2023 · 2 days after release · 0 citations today
- Released
- 31 Jul 2023
- First featured
- No. 10 · 2 Aug 2023
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- Identifier
- SSRN 4526476
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