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Fixed hythen in paper title.

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Chen Yang
2024-09-16 10:13:49 +08:00
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@@ -143,7 +143,7 @@ Portfolio Selection; Market Frictions; FinTech; Market Microstructure; Stochasti
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<li>An Equilibrium Model for the Cross-Section of Liquidity Premia (with <a href="https://wwwf.imperial.ac.uk/~jmuhleka/" target="_blank">Johannes Muhle-Karbe</a> and <a href="https://xf-shi.github.io" target="_blank">Xiaofei Shi</a>).<br>
<li>An Equilibrium Model for the Cross Section of Liquidity Premia (with <a href="https://wwwf.imperial.ac.uk/~jmuhleka/" target="_blank">Johannes Muhle-Karbe</a> and <a href="https://xf-shi.github.io" target="_blank">Xiaofei Shi</a>).<br>
<i><b>Mathematics of Operations Research</b></i>, 48(3):1423-1453, 2023. [<a href="" onclick="toggleAbstract('abs_LiqPre');return false">Abstract</a>|<a href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3738500" target="_blank">SSRN</a>|<a href="https://arxiv.org/abs/2011.13625"
target="_blank">arXiv</a>|<a href="https://pubsonline.informs.org/doi/abs/10.1287/moor.2022.1307" target="_blank">Article</a>]<br>
<div style="display:none" id="abs_LiqPre">