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Contagious Margin Calls: How COVID-19 Threatened Global Stock Market Liquidity
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References

  • 2008Market Liquidity and Funding Liquidity5,147 cited
  • 2011Does Algorithmic Trading Improve Liquidity?1,680 cited
  • 2020The Unprecedented Stock Market Reaction to COVID-191,642 cited
  • 2020Feverish Stock Price Reactions to COVID-19*1,394 cited
  • 2020Stock markets’ reaction to COVID-19: Cases or fatalities?1,358 cited
  • 2002Equilibrium and welfare in markets with financially constrained arbitrageurs1,196 cited
  • 2014High-Frequency Trading and Price Discovery1,185 cited
  • 2011Low-Latency Trading883 cited
  • 2011Understanding commonality in liquidity around the world723 cited
  • 2011Margin-based Asset Pricing and Deviations from the Law of One Price653 cited
  • 2010Stock Market Declines and Liquidity632 cited
  • 2020Coronavirus: Impact on Stock Prices and Growth Expectations468 cited
  • 2012The Diversity of High Frequency Traders425 cited
  • 2012The Procyclical Effects of Bank Capital Regulation416 cited
  • 2010Time Variation in Liquidity: The Role of Market‐Maker Inventories and Revenues373 cited
  • 2004Liquidity Black Holes

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