Narrow search
Showing 1 - 10 of 10,997
Cover Image
Heterogeneity in decentralized asset markets
Hugonnier, Julien; Lester, Benjamin; Weill, Pierre-Olivier - In: Theoretical economics : TE ; an open access journal in … 17 (2022) 3, pp. 1313-1356
We study a canonical model of decentralized exchange for a durable good or asset, where agents are assumed to have time-varying, heterogeneous utility types. Whereas the existing literature has focused on the special case of two types, we allow agents' utility to be drawn from an arbitrary...
Persistent link: https://www.econbiz.de/10013327129
Cover Image
Earnings news and over-the-counter markets
Huber, Stefan; Kim, Chongho; Watts, Edward M. - In: Journal of accounting research 62 (2024) 2, pp. 701-735
Persistent link: https://www.econbiz.de/10014541859
Cover Image
The optimal time to exchange one asset for another on finite interval
Mišura, Julija S.; Shevchenko, Georgiy - In: Optimality and risk - modern trends in mathematical …, (pp. 197-210). 2009
Persistent link: https://www.econbiz.de/10003948856
Cover Image
Asset prices, liquidity, and monetary policy in the search theory of money
Lagos, Ricardo - In: Review / Federal Reserve Bank of St. Louis 92 (2010) 4, pp. 303-309
Persistent link: https://www.econbiz.de/10009009883
Cover Image
Optimal stock selling, buying strategy with reference to the ultimate average
Dai, Min; Zhong, Yifei - In: Mathematical finance : an international journal of … 22 (2012) 1, pp. 165-184
Persistent link: https://www.econbiz.de/10009554687
Cover Image
Risk, unemployment, and the stock market : a rare-event-based explanation of labor market volatility
Kilic, Mete; Wachter, Jessica - 2015
Persistent link: https://www.econbiz.de/10011521999
Cover Image
Heterogeneity in decentralized asset markets
Hugonnier, Julien; Lester, Benjamin; Weill, Pierre-Olivier - 2014
Persistent link: https://www.econbiz.de/10010467577
Cover Image
Buy low and sell high
Dai, Min; Jin, Hanqing; Zhong, Yifei; Zhou, Xun Yu - In: Contemporary quantitative finance : essays in honour of …, (pp. 317-333). 2010
Persistent link: https://www.econbiz.de/10008749196
Cover Image
Search and uncertainty : determinants of the degree of underpricing of initial public offerings
Marchand, James R. - In: Journal of economics and finance 20 (1996) 1, pp. 47-64
Persistent link: https://www.econbiz.de/10001209740
Cover Image
Asset prices, liquidity, and monetary policy in an exchange economy
Lagos, Ricardo - In: Journal of money, credit and banking : JMCB 43 (2011) 7, pp. 521-552
Persistent link: https://www.econbiz.de/10009349267