Heterogeneous Investors and their Changing Demand and Supply Schedules for Individual Common Stocks
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Using 550 million limit orders submitted in the Korea Stock Exchange, we estimate demand and supply elasticities of heterogeneous investor types and their changes around the Asian financial crisis. We find that domestic individuals have substantially more inelastic demand and supply curves than
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美国国家经济研究局创建时间：
2004-04-01
