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Market Microstructure and Market Liquidity

出版	Institute for Monetary and Economic Studies, Bank of Japan, 1999
URL	http://books.google.com.hk/books?id=Hju3AAAAIAAJ&hl=&source=gbs_api

註釋Explores the factors affecting market liquidity using a simulation model of an artificial market. Surveys definition of market liquidity and discuss the relationship between market liquidity and market efficiency or stability. Finds that change in market liquidity indicators may not always be consistent.