The Convexity of Liquidity: A High-Frequency Investigation into Market Fragility, Saturation Points, and Regimes of Volatility

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Samuel Faloore

DOI: 10.2139/ssrn.6216459

Cited by: 0

Fields of Study & Subjects

Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Stochastic processes and financial applications