A theory of limited liquidity and large investors causing spikes in stock market volatility and trading volume

Journal of the European Economic Association

Volumn 5, Issue 2-3, 2007, Pages 564-573

  Gabaix, Xavier ^a   Gopikrishnan, Parameswaram ^b   Plerou, Vasiliki ^b   Stanley, H Eugene ^b  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^b BOSTON UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 36749060848     PISSN: 15424766     EISSN: 15424774     Source Type: Journal    
DOI: 10.1162/jeea.2007.5.2-3.564     Document Type: Conference Paper

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