Economics Letters · 1994 · 249 citations · 2 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsStochastic ProcessesCapital MarketsFinancial MathematicsMarket MicrostructureStock MarketsStock ModelingJump-diffusion Volatility ModelsMarket Microstructure ModelsMicroscopic-macroscopic ModelStock Market Liquidity
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Market Liquidity, Hedging, and Crashes
Gerard Gennotte, Hayne E. Leland · American Economic Review · 1990 · 551 citations