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Equilibrium in a market with sequential bargaining and no transaction costs is Walrasian

Gale, Douglas - 1984

Persistent link: https://www.econbiz.de/10002180295

Equilibrium Price of Immediacy and Infrequent Trade

Luciano, Elisa - 2014

The paper studies the equilibrium value of bid-ask spreads and time- to-trade in a continuous-time, intermediated financial market. The endogenous spreads are the price at which brokers are willing to offer immediacy. In case intermediaries pay trading costs, it includes them too. We determine...

Persistent link: https://www.econbiz.de/10013066425

General economic equilibrium with financial markets and retainability

Jofré, Alejandro; Rockafellar, Ralph Tyrrell; Wets, … - In: Economic theory : official journal of the Society for … 63 (2017) 1, pp. 309-345

Persistent link: https://www.econbiz.de/10011723555

An equilibrium model for the cross section of liquidity premia

Muhle-Karbe, Johannes; Shi, Xiaofei; Yang, Chen - In: Mathematics of operations research 48 (2023) 3, pp. 1423-1453

Persistent link: https://www.econbiz.de/10014329292

Macroeconomic effects of an equity transaction tax in a general-equilibrium model

Lendvai, Julia; Raciborski, Rafal; Vogel, Lukas - In: Journal of economic dynamics & control 37 (2013) 2, pp. 466-482

Persistent link: https://www.econbiz.de/10009693375

Competitive equilibrium and trading networks : a network flow approach

Candogan, Ozan; Epitropou, Markos; Vohra, Rakesh V. - 2016

seemingly weaker notions of stability follows directly from the optimality conditions, in particular the absence of improvement … trading networks, and testing (chain) stability. …

Persistent link: https://www.econbiz.de/10011522739