Liquidity risk in sequential trading networks

DOI10.1016/J.GEB.2018.02.004MaRDI QIDQ1753312zbMATH OpenOpenAlexWikidataFDO

Authors Shachar Kariv, Maciej H. Kotowski, C. Matthew Leister

Publication date 29 May 2018

Published in Games and Economic Behavior (Search for Journal in Brave)

Full work available at URL http://nrs.harvard.edu/urn-3:HUL.InstRepos:35165081

zbMATH Keywords

auctionsbudget constraintseconomic networksexperimentintermediationliquidity

Mathematics Subject Classification ID

Experimental studies (91A90) Auctions, bargaining, bidding and selling, and other market models (91B26)

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Cites work

• Bargaining and network structure: an experiment
• Bilateral trading in networks
• Expected revenue of all-pay auctions and first-price sealed-bid auctions with budget constraints
• Optimally constraining a bidder using a simple budget
• Standard Auctions with Financially Constrained Bidders
• Trading networks with price-setting agents

Cited in

(3)

• Free intermediation in resource transmission
• Liquidity risk, price impacts and the replication problem
• Unveiling the relation between herding and liquidity with trader lead-lag networks

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