MODELING LIQUIDITY EFFECTS IN DISCRETE TIME

By Umut Çetin, L. Rogers. 2007

113 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/bb377b25c7b70e6892636fd1c1828135bea0a511

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Surbjeet Singh
2. L. Rogers
3. Christiane Lemieux
4. Pierre Henry-Labordère
5. Cyriel de Jong
6. Alexander Boogert

In Finance

1. Surbjeet Singh
2. L. Rogers
3. Pierre Henry-Labordère
4. Christiane Lemieux
5. Cyriel de Jong
6. Alexander Boogert

Citations in the corpus

• THE COST OF ILLIQUIDITY AND ITS EFFECTS ON HEDGING (2010, methodology): “This modeling approach was presented in Rogers and Singh (2004); Cetin and Rogers (2007) and Singh (2005) explore further aspects of the model introduced there.”