Similar Search Results - EconBiz

Efficiency and information transmission in bilateral trading

Shimer, Robert; Werning, Iván - 2015

Persistent link: https://www.econbiz.de/10011347358

Efficiency and Information Transmission in Bilateral Trading

Shimer, Robert - 2015

trader can walk away from a proposed trade when he learns the trading price. We show that when one trader's information is …

Persistent link: https://www.econbiz.de/10012457173

Dark Markets : Asset Pricing and Information Transmission in Over-the-Counter Markets

Duffie, Darrell - 2012

Biographical note: DuffieDarrell: Darrell Duffie is the Dean Witter Distinguished Professor of Finance at Stanford University's Graduate School of Business. His books include "How Big Banks Fail and What to Do about It" and "Dynamic Asset Pricing Theory" (both Princeton).

Persistent link: https://www.econbiz.de/10014482633

Price transparency in OTC equity lending markets : evidence from a loan fee benchmark

Cereda, Fabio; Chague, Fernando; De-Losso, Rodrigo; … - In: Journal of financial economics 143 (2022) 1, pp. 569-592

Persistent link: https://www.econbiz.de/10013350679

Cross-market informed trading in the CDS and option markets

Hu, May; Park, Jason; Chen, Jane; Verhoevenc, Peter - In: Global finance journal 54 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013470116

Chasing Private Information

Kacperczyk, Marcin T. - 2018

and find that informed traders select days with high uninformed volume to trade. Evidence from the U.S. Securities and …

Persistent link: https://www.econbiz.de/10012936729

Chasing private information

Kacperczyk, Marcin; Pagnotta, Emiliano - 2018

Persistent link: https://www.econbiz.de/10011915881

Chasing private information

Kacperczyk, Marcin; Pagnotta, Emiliano S. - In: The review of financial studies 32 (2019) 12, pp. 4997-5047

Persistent link: https://www.econbiz.de/10012135518

Augmenting markets with mechanisms

Antill, Samuel; Duffie, Darrell - 2017

Persistent link: https://www.econbiz.de/10011787994

Augmenting markets with mechanisms

Antill, Samuel; Duffie, Darrell - 2017 - Preliminary draft

Persistent link: https://www.econbiz.de/10011786704

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