Liquidity and Asset Prices
From MaRDI portal
Publication:3523034
DOI10.1561/0500000003zbMath1143.91301OpenAlexW4205955066MaRDI QIDQ3523034
Haim Mendelson, Lasse Heje Pedersen, Yakov Amihud
Publication date: 1 September 2008
Published in: Foundations and Trends® in Finance (Search for Journal in Brave)
Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.399.8264
Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Microeconomic theory (price theory and economic markets) (91B24) Auctions, bargaining, bidding and selling, and other market models (91B26)
Related Items
Liquidity and asset prices in a monetary model with OTC asset markets, ``Quantum equilibrium-disequilibrium: asset price dynamics, symmetry breaking, and defaults as dissipative instantons, Pricing in an equilibrium based model for a large investor, The value of tradeability, Illiquidity, position limits, and optimal investment for mutual funds, Optimal investment in an illiquid market with search frictions and transaction costs, Cooperative hedging with a higher interest rate for borrowing, A model for a large investor trading at market indifference prices. II: Continuous-time case., Cross-listings of blockchain-based tokens issued through initial coin offerings: do liquidity and specific cryptocurrency exchanges matter?, A model for a large investor trading at market indifference prices. I: Single-period case
