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Persistent link: https://www.econbiz.de/10012264977

Aggregate market quality implications of dark trading

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City goes dark : dark trading and adverse selection in aggregate markets

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Ruin probability in the presence of interest earnings and tax payments

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Asymptotic equivalence of estimators of average derivatives

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Government as a discriminating monopolist in the financial market : the case of China

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Elastic attention, risk sharing, and international comovements

Li, Wei; Luo, Yulei; Nie, Jun - 2015

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Elastic attention, risk sharing, and international comovements

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Asset pricing with cohort-based trading in MBS markets

Fusari, Nicola; Li, Wei; Liu, Haoyang; Song, Zhaogang - 2021 - Revised July 2021

Agency mortgage backed securities (MBS) with diverse characteristics are traded in parallel with individualized contracts in the specified pool (SP) market and with standardized contracts in the to-be-announced (TBA) market. We find that this unique parallel trading environment significantly...

Persistent link: https://www.econbiz.de/10012240625

Elastic attention, risk sharing, and international comovements

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