Liquidity in a market for unique assets : specified pool and to-be-announced trading in the mortgage-backed securities market
Year of publication: |
June 2017
|
---|---|
Authors: | Gao, Pengjie ; Schultz, Paul ; Song, Zhaogang |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 72.2017, 3, p. 1119-1170
|
Subject: | Asset-Backed Securities | Asset-backed securities | Spekulation | Speculation | Marktliquidität | Market liquidity | Hedging | USA | United States | 2011-2013 |
-
Gao, Pengjie, (2016)
-
The real effects of liquidity during the financial crisis : evidence from automobiles
Benmelech, Efraim, (2016)
-
The real effects of liquidity during the financial crisis : evidence from automobiles
Benmelech, Efraim, (2017)
- More ...
-
Trading methods and trading costs for agency mortgage-backed securities
Gao, Pengjie, (2018)
-
Do Hedge Funds Exploit Rare Disaster Concerns?
Gao, George, (2017)
-
Gao, Pengjie, (2016)
- More ...