SSRNTrading, Microstructure & Execution
OTC Liquidity
The article presents a model of a multi-asset over-the-counter market, showing how liquidity measures are influenced by general equilibrium effects.
Featured in No. 29 on 13 Dec 2023 ·
- Released
- 25 Sep 2023
- First featured
- No. 29 · 13 Dec 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 308
- Identifier
- SSRN 4657599
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).