Value of Liquidity

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MarketMicrostructure

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[시장의 미시구조와 마이크로 트레이딩] 1. 8장: Bid-Ask 스프레드

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Contents

1. Liquidity risk and Illiquidity premia

Lecture

[Financial Markets Microstructure] 1. Lecture 10, part 1: Value of Liquidity 2. Lecture 10, part 2: Value of Liquidity

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Lecture 10, part 1: Value of Liquidity

FM_L10_raw.pdf

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Lecture 10, part 1: Value of Liquidity (Financial Markets Microstructure)

Lecture 10, part 1: Value of LiquidityFinancial Markets Microstructure course (Masters in Economics, UCPH, Spring 2020)***Full course playlist: https://www.y...

https://youtu.be/ElOupVrAjGY

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Lecture 10, part 2: Value of Liquidity

Lecture 10, part 2: Value of Liquidity (Financial Markets Microstructure)

Lecture 10, part 2: Value of LiquidityFinancial Markets Microstructure course (Masters in Economics, UCPH, Spring 2020)***Full course playlist: https://www.y...

https://youtu.be/KkjwMg_0yVI