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.:
- Williamson, Stephen D., 1994.
"Liquidity and market participation,"
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- Pagano, Marco, 1989.
"Trading Volume and Asset Liquidity,"
The Quarterly Journal of Economics,
MIT Press, vol. 104(2), pages 255-74, May.
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- Ricardo Lagos & Guillaume Rocheteau & Pierre-Olivier Weill, 2009.
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15414, National Bureau of Economic Research, Inc.
- Gary Gorton & Lixin Huang, 2002.
"Liquidity, Efficiency and Bank Bailouts,"
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02-33, Wharton School Center for Financial Institutions, University of Pennsylvania.
- 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.
- Guillaume Rocheteau, 2009. "A monetary approach to asset liquidity," Working Paper 0901, Federal Reserve Bank of Cleveland.
- 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.
- Rocheteau, Guillaume, 2011. "Payments and liquidity under adverse selection," Journal of Monetary Economics, Elsevier, vol. 58(3), pages 191-205.
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