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Pricing and Liquidity in Decentralized Asset Markets

Citations

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Cited by:

  1. Artem Neklyudov, 2019. "Bid-Ask Spreads and the Over-the-Counter Interdealer Markets: Core and Peripheral Dealers," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 57-84, July.
  2. Farboodi, Maryam & Jarosch, Gregor & Menzio, Guido & Wiriadinata, Ursula, 2025. "Intermediation as rent extraction," Journal of Economic Theory, Elsevier, vol. 227(C).
  3. Benjamin Gardner & Yesol Huh, 2024. "Information Friction in OTC Interdealer Markets," Finance and Economics Discussion Series 2024-040, Board of Governors of the Federal Reserve System (U.S.).
  4. O'Hara, Maureen & Alex Zhou, Xing, 2021. "The electronic evolution of corporate bond dealers," Journal of Financial Economics, Elsevier, vol. 140(2), pages 368-390.
  5. Carrasco, Jose A. & Harrison, Rodrigo, 2023. "Costly multi-unit search," European Economic Review, Elsevier, vol. 154(C).
  6. Dong Lu & Daniela Puzzello & Aiyong Zhu, 2025. "Search Frictions in Over‐the‐Counter Foreign Exchange Markets: Theory and Evidence," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 66(4), pages 1619-1644, October.
  7. Geromichalos, Athanasios & Jung, Kuk Mo, 2024. "Heterogeneous asset valuation in OTC markets and optimal inflation," Journal of Economic Dynamics and Control, Elsevier, vol. 161(C).
  8. Athanasios Geromichalos & Lucas Herrenbrueck & Sukjoon Lee, 2023. "The Strategic Determination of the Supply of Liquid Assets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 49, pages 1-36, July.
  9. Guillaume Rocheteau & Tai-Wei Hu & Lucie Lebeau & Younghwan In, 2021. "Gradual Bargaining in Decentralized Asset Markets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 42, pages 72-109, October.
  10. Lou, Dong & Pinter, Gabor & Üslü, Semih & Walker, Danny, 2025. "Yield drifts when issuance comes before macro news," Journal of Financial Economics, Elsevier, vol. 165(C).
  11. Giulia Brancaccio & Karam Kang, 2025. "Search Frictions and Product Design in the Municipal Bond Market," Econometrica, Econometric Society, vol. 93(6), pages 2159-2199, November.
  12. Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2022. "An Information-based Theory of Financial Intermediation," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(5), pages 2381-2444.
  13. Schultz, Paul & Song, Zhaogang, 2019. "Transparency and dealer networks: Evidence from the initiation of post-trade reporting in the mortgage backed security market," Journal of Financial Economics, Elsevier, vol. 133(1), pages 113-133.
  14. Cohen, Assa & Kargar, Mahyar & Lester, Benjamin & Weill, Pierre-Olivier, 2024. "Inventory, market making, and liquidity in OTC markets," Journal of Economic Theory, Elsevier, vol. 222(C).
  15. Liu, Shuo, 2024. "Search friction, liquidity risk, and bond misallocation," Journal of Financial Markets, Elsevier, vol. 70(C).
  16. Gabrovski, Miroslav & Geromichalos, Athanasios & Herrenbrueck, Lucas & Kospentaris, Ioannis & Lee, Sukjoon, 2025. "The real effects of financial disruptions in a monetary economy," Journal of Monetary Economics, Elsevier, vol. 151(C).
  17. Kamate, Vidya & Kumar, Abhishek, 2024. "Dealer networks, client sophistication and pricing in OTC derivatives," Journal of International Money and Finance, Elsevier, vol. 140(C).
  18. Mark Paddrik & Carlos Ramirez, 2025. "Treasury Tri-party Repo Pricing," Working Papers 25-07, Office of Financial Research, US Department of the Treasury.
  19. Guillaume Rocheteau & Lucie Lebeau & Tai-Wei Hu & Younghwan In, 2018. "Gradual Bargaining in Decentralized Asset Markets," Working Papers 181904, University of California-Irvine, Department of Economics.
  20. Wang, Chaojun, 2023. "The limits of multi-dealer platforms," Journal of Financial Economics, Elsevier, vol. 149(3), pages 434-450.
  21. Balasubramaniam, Swaminathan & Gomes, Armando & Lee, SangMok, 2024. "Mergers and acquisitions with private equity intermediation," Journal of Corporate Finance, Elsevier, vol. 87(C).
  22. Athanasios Geromichalos & Kuk Mo Jung & Seungduck Lee & Dillon Carlos, 2019. "Asset Liquidity in Monetary Theory and Finance: A Unified Approach," Working Papers 1905, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
  23. Swaminathan Balasubramaniam & Armando Gomes & SangMok Lee, 2019. "Mergers and Acquisitions with Private Equity Intermediation," 2019 Meeting Papers 1121, Society for Economic Dynamics.
  24. Lester, Benjamin & Weill, Pierre-Olivier & Hugonnier, Julien, 2022. "Heterogeneity in decentralized asset markets," Theoretical Economics, Econometric Society, vol. 17(3), July.
  25. Jaewon Choi & Yesol Huh & Sean Seunghun Shin, 2024. "Customer Liquidity Provision: Implications for Corporate Bond Transaction Costs," Management Science, INFORMS, vol. 70(1), pages 187-206, January.
  26. Grace Xun Gong & Randall Wright, 2024. "Middlemen In Search Equilibrium With Intensive And Extensive Margins," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(4), pages 1657-1679, November.
  27. Jean-Edouard Colliard & Gabrielle Demange, 2021. "Asset Dissemination Through Dealer Markets," Management Science, INFORMS, vol. 67(10), pages 6211-6234, October.
  28. Singer, Alexander, 2026. "Dealer competition in over-the-counter markets," Journal of Financial Markets, Elsevier, vol. 77(C).
  29. Geromichalos, Athanasios & Jung, Kuk Mo & Lee, Seungduck & Carlos, Dillon, 2021. "A model of endogenous direct and indirect asset liquidity," European Economic Review, Elsevier, vol. 132(C).
  30. Sambalaibat, Batchimeg, 2025. "Heterogeneous clienteles and dealer networks," Journal of Financial Economics, Elsevier, vol. 174(C).
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