Anticipated and repeated shocks in liquid markets

By Dong Lou. 2013

178 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/948f4bdb967910e103c2aa4d618f12948b1638fd

Citations in the corpus

• FLOW AND STOCK EFFECTS OF LARGE-SCALE TREASURY PURCHASES: EVIDENCE ON THE IMPORTANCE OF LOCAL SUPPLY (2012, unknown): “In addition, under limits to arbitrage, even perfectly anticipated changes in supply could have effects on prices when they occur, as shown by Lou, Yan, and Zhang (2010) in the case of Treasury auctions.”