Work

Censored by Design: Identifying and Bounding the Level-Cap Bias in Band-Depth Liquidity Measures

Year: 2026

Type: article

Source: The Journal of FinTech

DOI: 10.1142/s2705109926500082

Author: Yan Luo

Institution: Twitter (United States)

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W7221781050

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