Search Results - subject:"Trading frictions"

Market-making with search and information frictions

Richter, Björn; Shourideh, Ali; Venkateswaran, Venky; … - 2018

Persistent link: https://www.econbiz.de/10011997790

Market-making with search and information frictions

Lester, Benjamin; Shourideh, Ali; Venkateswaran, Venky; … - 2018

Persistent link: https://www.econbiz.de/10011891879

Balance sheet channel with information-trading frictions in secondary markets

Asriyan, Vladimir - In: The review of economic studies : RES 88 (2021) 1, pp. 44-90

Persistent link: https://www.econbiz.de/10012434757

Transaction sequencing and house price pressures

Grindaker, Morten; Karapetyan, Artashes; Moen, Espen R.; … - 2021

Persistent link: https://www.econbiz.de/10012589563

Order Exposure and Liquidity Coordination: Does Hidden Liquidity Harm Price Efficiency?

Cebirogly, Gökhan; Hautsch, Nikolaus; Horst, Ulrich - 2017

We show that the excessive use of hidden orders causes artificial price pressures and abnormal asset returns. Using a simple game-theoretical setting, we demonstrate that this effect naturally arises from mis-coordination in trading schedules between traders, when suppliers of liquidity do not...

Persistent link: https://www.econbiz.de/10011932893

Order exposure and liquidity coordination : does hidden liquidity harm price efficiency?

Cebirogly, Gökhan; Hautsch, Nikolaus; Horst, Ulrich - 2017

Persistent link: https://www.econbiz.de/10011697233

Liquidity risk in markets with trading frictions : what can swing pricing achieve?

Lewrick, Ulf; Schanz, Jochen - 2017

Persistent link: https://www.econbiz.de/10011760231

Balance sheet recessions with informational and trading frictions

Asriyan, Vladimir - 2016 - This version February 2016

Persistent link: https://www.econbiz.de/10011583389

Balance sheet recessions with informational and trading frictions

Asriyan, Vladimir - Department of Economics and Business, Universitat … - 2015

this paper, I argue that information dispersion about the future states of the economy combined with trading frictions in … and trading frictions. In this setting, I study the policy implications of the theory and I find that subsidizing …

Persistent link: https://www.econbiz.de/10011127589

Order exposure and liquidity coordination : does hidden liquidity harm price efficiency?

Cebiroglu, Gökhan; Hautsch, Nikolaus; Horst, Ulrich - In: Market microstructure and liquidity 5 (2019) 1/4, pp. 1-52

Persistent link: https://www.econbiz.de/10012819933