A repo model of fire sales with VWAP and LOB pricing mechanisms
Work
Year: 2021
Type: article
Authors Maxim Bichuch, Zachary Feinstein
Institutions Johns Hopkins University, Stevens Institute of Technology
Cites: 33
Cited by: 7
Related to: 10
FWCI: 1.19
Citation percentile (by year/subfield): 76.55
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Partnerships for the goals
Open Access status: green