The following pages link to Liquidity and Asset Prices (Q3523034):
Displaying 10 items.
- Liquidity and asset prices in a monetary model with OTC asset markets (Q282160) (← links)
- Illiquidity, position limits, and optimal investment for mutual funds (Q634528) (← links)
- A model for a large investor trading at market indifference prices. II: Continuous-time case. (Q748319) (← links)
- Cooperative hedging with a higher interest rate for borrowing (Q998275) (← links)
- Pricing in an equilibrium based model for a large investor (Q1932553) (← links)
- The value of tradeability (Q1937839) (← links)
- Cross-listings of blockchain-based tokens issued through initial coin offerings: do liquidity and specific cryptocurrency exchanges matter? (Q2064622) (← links)
- ``Quantum equilibrium-disequilibrium'': asset price dynamics, symmetry breaking, and defaults as dissipative instantons (Q2164525) (← links)
- A model for a large investor trading at market indifference prices. I: Single-period case (Q2339125) (← links)
- Optimal investment in an illiquid market with search frictions and transaction costs (Q2701076) (← links)
