Information, liquidity and asset trading in a random matching game
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Bibliographic InfoPaper provided by Department of Economics and Business, Universitat Pompeu Fabra in its series Economics Working Papers with number 19.
Date of creation: Feb 1993
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Web page: http://www.econ.upf.edu/
Other versions of this item:
- Hopenhayn, Hugo A. & Werner, Ingrid M., 1996. "Information, Liquidity, and Asset Trading in a Random Matching Game," Journal of Economic Theory, Elsevier, vol. 68(2), pages 349-379, February.
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Kyle, Albert S, 1985. "Continuous Auctions and Insider Trading," Econometrica, Econometric Society, vol. 53(6), pages 1315-35, November.
- Pagano, Marco, 1989.
"Trading Volume and Asset Liquidity,"
The Quarterly Journal of Economics,
MIT Press, vol. 104(2), pages 255-74, May.
- Williamson, S.D., 1991.
"Liquidity and Market Participation,"
University of Western Ontario, The Centre for the Study of International Economic Relations Working Papers
9110, University of Western Ontario, The Centre for the Study of International Economic Relations.
- Rocheteau, Guillaume, 2011. "Payments and liquidity under adverse selection," Journal of Monetary Economics, Elsevier, vol. 58(3), pages 191-205.
- Lagos, Ricardo & Rocheteau, Guillaume & Weill, Pierre-Olivier, 2011.
"Crises and liquidity in over-the-counter markets,"
Journal of Economic Theory,
Elsevier, vol. 146(6), pages 2169-2205.
- Pierre-Olivier Weill & Guillaume Rocheteau & Ricardo Lagos, 2010. "Crises and Liquidity in Over-the-counter Markets," 2010 Meeting Papers 500, Society for Economic Dynamics.
- 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.
- Gary Gorton & Lixin Huang, 2002.
"Liquidity, Efficiency and Bank Bailouts,"
NBER Working Papers
9158, National Bureau of Economic Research, Inc.
- 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.
- 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.
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