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Efficiency and information transmission in bilateral trading
Shimer, Robert; Werning, Iván - 2015
Persistent link: https://www.econbiz.de/10011347358
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Dark Markets : Asset Pricing and Information Transmission in Over-the-Counter Markets
Duffie, Darrell - 2011
-the-Counter Markets -- 1.1 Bilateral Negotiation of Terms -- 1.2 OTC Transparency -- 1.3 Why Trade Over the Counter? -- 1.4 Managing OTC … Credit Risk -- 1.5 Price Behavior with Search Frictions -- 2 The Case of Federal Funds Lending -- 2.1 The Federal Funds … Literature -- 4 A Simple OTC Pricing Model -- 4.1 Basic Risk-Neutral OTC Pricing Model -- 4.2 Bargaining over the Price -- 4 …
Persistent link: https://www.econbiz.de/10012689460
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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
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Chasing private information
Kacperczyk, Marcin; Pagnotta, Emiliano - 2018
Persistent link: https://www.econbiz.de/10011915881
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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
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Markets versus mechanisms
Boleslavsky, Raphael; Hennessy, Christopher A.; Kelly, … - In: The review of financial studies 35 (2022) 7, pp. 3139-3174
Persistent link: https://www.econbiz.de/10013350011
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Price discovery in Indian commodity market
Inani, Sarveshwar Kumar - In: International journal of business and emerging markets … 8 (2016) 4, pp. 361-382
Persistent link: https://www.econbiz.de/10011644834
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Market efficiency and information : a literature review
Boya, Christophe - In: Zagreb international review of economics & business 16 (2013) 2, pp. 57-84
Persistent link: https://www.econbiz.de/10010259486
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Markets for information : of inefficient firewalls and efficient monopolies
Cabrales, Antonio; Gottardi, Piero - In: Games and economic behavior 83 (2014), pp. 24-44
Persistent link: https://www.econbiz.de/10010473561
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Stock market rumors and credibility
Schmidt, Daniel - 2019
Stock prices occasionally move in response to unverified rumors. I propose a cheap talk model in which a rumormonger's incentives to tell the truth depend on the interaction between her investment horizon and the information acquisition decisions of message-receiving investors. The model's key...
Persistent link: https://www.econbiz.de/10012250063