Information, liquidity and asset trading in a random matching game
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
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
Date of revision:
Contact details of provider:
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, 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.:
- Pagano, Marco, 1986.
"Trading Volume and Asset Liquidity,"
CEPR Discussion Papers, C.E.P.R. Discussion Papers
142, C.E.P.R. Discussion Papers.
- Williamson, Stephen D., 1994.
"Liquidity and market participation,"
Journal of Economic Dynamics and Control, Elsevier,
Elsevier, vol. 18(3-4), pages 629-670.
- Williamson, S.D., 1991. "Liquidity and Market Participation," University of Western Ontario, The Centre for the Study of International Economic Relations Working Papers, University of Western Ontario, The Centre for the Study of International Economic Relations 9110, University of Western Ontario, The Centre for the Study of International Economic Relations.
- Kyle, Albert S, 1985. "Continuous Auctions and Insider Trading," Econometrica, Econometric Society, Econometric Society, vol. 53(6), pages 1315-35, November.
- 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.
- Pierre-Olivier Weill & Guillaume Rocheteau & Ricardo Lagos, 2010. "Crises and Liquidity in Over-the-counter Markets," 2010 Meeting Papers, Society for Economic Dynamics 500, Society for Economic Dynamics.
- Rocheteau, Guillaume, 2011. "Payments and liquidity under adverse selection," Journal of Monetary Economics, Elsevier, 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, 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, Department of Economics - University of Zurich 126, Department of Economics - University of Zurich.
- Gary Gorton & Lixin Huang, 2004.
"Liquidity, Efficiency, and Bank Bailouts,"
American Economic Review, American Economic Association,
American Economic Association, vol. 94(3), pages 455-483, June.
- Gary Gorton & Lixin Huang, 2002. "Liquidity, Efficiency and Bank Bailouts," NBER Working Papers 9158, National Bureau of Economic Research, Inc.
- Gary Gorton & Lixin Huang, 2002. "Liquidity, Efficiency and Bank Bailouts," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania 02-33, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Guillaume Rocheteau, 2009. "A monetary approach to asset liquidity," Working Paper 0901, Federal Reserve Bank of Cleveland.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ().
If references are entirely missing, you can add them using this form.