Liquidity risk in sequential trading networks
From MaRDI portal
Publication:1753312
DOI10.1016/J.GEB.2018.02.004zbMath1390.91148OpenAlexW3121681647WikidataQ130130035 ScholiaQ130130035MaRDI QIDQ1753312
C. Matthew Leister, Shachar Kariv, Maciej H. Kotowski
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
Auctions, bargaining, bidding and selling, and other market models (91B26) Experimental studies (91A90)
Related Items (1)
Cites Work
- Trading networks with price-setting agents
- Expected revenue of all-pay auctions and first-price sealed-bid auctions with budget constraints
- Bargaining and network structure: an experiment
- Bilateral Trading in Networks
- Standard Auctions with Financially Constrained Bidders
- Optimally constraining a bidder using a simple budget
This page was built for publication: Liquidity risk in sequential trading networks