Information, Liquidity, and Asset Trading in a Random Matching Game
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Economic Theory.
Volume (Year): 68 (1996)
Issue (Month): 2 (February)
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Web page: http://www.elsevier.com/locate/inca/622869
Other versions of this item:
- Hugo A. Hopenhayn & Ingrid M. Werner, 1993. "Information, liquidity and asset trading in a random matching game," Economics Working Papers 19, Department of Economics and Business, Universitat Pompeu Fabra.
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- Kyle, Albert S, 1985. "Continuous Auctions and Insider Trading," Econometrica, Econometric Society, vol. 53(6), pages 1315-35, November.
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- Gary Gorton & Lixin Huang, 2002.
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Center for Financial Institutions Working Papers
02-33, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Aleksander Berentsen & Michael McBride & Guillaume Rocheteau, 2013. "Limelight on dark markets: an experimental study of liquidity and information," ECON - Working Papers 126, Department of Economics - University of Zurich.
- Ricardo Lagos & Guillaume Rocheteau & Pierre-Olivier Weill, 2009.
"Crises and Liquidity in Over-the-Counter Markets,"
NBER Working Papers
15414, National Bureau of Economic Research, Inc.
- Guillaume Rocheteau, 2009. "A monetary approach to asset liquidity," Working Paper 0901, Federal Reserve Bank of Cleveland.
- Rocheteau, Guillaume, 2011. "Payments and liquidity under adverse selection," Journal of Monetary Economics, Elsevier, vol. 58(3), pages 191-205.
- Michael Sattinger, 2002. "A Queuing Model of the Market for Access to Trading Partners," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 43(2), pages 533-548, May.
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