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Public information and uninformed trading : implications for market liquidity and price efficiency
Han, Bing; Tang, Ya; Yang, Liyan - In: Journal of economic theory 163 (2016), pp. 604-643
Persistent link: https://www.econbiz.de/10011593469
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Liquidity and asset prices in a monetary model with OTC asset markets
Mattesini, Fabrizio; Nosal, Ed - In: Journal of economic theory 164 (2016), pp. 187-217
Persistent link: https://www.econbiz.de/10011649238
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Liquid bundles
Farhi, Emmanuel; Tirole, Jean - In: Journal of economic theory 158 (2015), pp. 634-655
Persistent link: https://www.econbiz.de/10011548918
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Front-running dynamics
Bernhardt, Dan; Taub, Bart - In: Journal of economic theory 138 (2008) 1, pp. 288-296
Persistent link: https://www.econbiz.de/10003737063
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Liquidity and private information in asset markets : to signal or not to signal
Wang, Zijian - In: Journal of economic theory 190 (2020), pp. 1-35
Persistent link: https://www.econbiz.de/10012547393
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Discrete pricing and the design of dealership markets
Bernhardt, Dan - In: Journal of economic theory 71 (1996) 1, pp. 148-182
Persistent link: https://www.econbiz.de/10001209423
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Liquidating illiquid collateral
Oehmke, Martin - In: Journal of economic theory 149 (2014), pp. 183-210
Persistent link: https://www.econbiz.de/10010258381
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Portfolio choice and pricing in illiquid markets
Garleanu, Nicolae - In: Journal of economic theory 144 (2009) 2, pp. 532-564
Persistent link: https://www.econbiz.de/10003840890
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Liquidity shocks and equilibrium liquidity premia
Huang, Ming - In: Journal of economic theory 109 (2003) 1, pp. 104-129
Persistent link: https://www.econbiz.de/10001759577
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A tractable model of indirect asset liquidity
Herrenbrueck, Lucas; Geromichalos, Athanasios - In: Journal of economic theory 168 (2017), pp. 252-260
Persistent link: https://www.econbiz.de/10011747486