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Market liquidity and flow-driven risk
Prachi Deuskar
, Timothy C. Johnson
Finance
Research output
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Contribution to journal
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peer-review
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Keyphrases
Flow-based
100%
Market Liquidity
100%
Market Flow
100%
Price Impact
50%
Illiquidity
50%
Shock
33%
Aggregate Risk
33%
Selling
16%
Liquidity
16%
Utility Gains
16%
Joint Effect
16%
Risk Tolerance
16%
S&P 500
16%
Stock Market Volatility
16%
Limit Orders
16%
Asset Pricing Theory
16%
Market Variance
16%
Streamflow Uncertainty
16%
Net Trade
16%
Market Order
16%
Risk-bearing Capacity
16%
Economics, Econometrics and Finance
Price
100%
Investors
33%
Volatility
33%
Asset Pricing
33%
Price Theory
33%