메뉴 건너뛰기




Volumn 68, Issue 2, 1996, Pages 349-379

Information, liquidity, and asset trading in a random matching game

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0030079306     PISSN: 00220531     EISSN: None     Source Type: Journal    
DOI: 10.1006/jeth.1996.0021     Document Type: Article
Times cited : (16)

References (16)
  • 1
    • 0040673470 scopus 로고
    • Information in financial markets: The rational expectattions approach
    • Battacharaya and Constantinides, Eds, Rowman and Littlefield, Totowa, NJ
    • 1. A. R. ADMATI, Information in financial markets: The rational expectattions approach, in "Financial Markets and Incomplete Information Frontiers of Modern Financial Theory" (Battacharaya and Constantinides, Eds), Vol. 2, Rowman and Littlefield, Totowa, NJ, 1889.
    • (1889) Financial Markets and Incomplete Information Frontiers of Modern Financial Theory , vol.2
    • Admati, A.R.1
  • 2
    • 0000508007 scopus 로고
    • Asset pricing and the bid-ask spread
    • 2. Y. AMIHUD AND H. MENDELSON, Asset pricing and the bid-ask spread, J. Finan. Econ. 17 (1986), 223-249.
    • (1986) J. Finan. Econ. , vol.17 , pp. 223-249
    • Amihud, Y.1    Mendelson, H.2
  • 3
    • 84977727165 scopus 로고
    • The effects of beta, bid-ask spread, residual risk and size on stock returns
    • 3. Y. AMIHUD AND H. MENDELSON, The effects of beta, bid-ask spread, residual risk and size on stock returns, J. Finance 44 (1989), 479-486.
    • (1989) J. Finance , vol.44 , pp. 479-486
    • Amihud, Y.1    Mendelson, H.2
  • 4
    • 84977725247 scopus 로고
    • Liquidity, maturity, and the yields on U.S. Treasury securities
    • 4. Y. AMIHUD AND H. MENDELSON, Liquidity, maturity, and the yields on U.S. Treasury securities, J. Finance 46 (1991), 1411-1425
    • (1991) J. Finance , vol.46 , pp. 1411-1425
    • Amihud, Y.1    Mendelson, H.2
  • 5
    • 84942585214 scopus 로고
    • Disclosure, liquidity, and the cost of capital
    • 5. D. W. DIAMOND AND R. E. VERRECHIA, Disclosure, liquidity, and the cost of capital, J. Finance 46 (1991), 1325-1359.
    • (1991) J. Finance , vol.46 , pp. 1325-1359
    • Diamond, D.W.1    Verrechia, R.E.2
  • 6
    • 84977718682 scopus 로고
    • Financial intermediaries and liquidity creation
    • 6. G. GORTON AND G. PENNACCHI, Financial intermediaries and liquidity creation, J. Finance 45 (1990), 49-71.
    • (1990) J. Finance , vol.45 , pp. 49-71
    • Gorton, G.1    Pennacchi, G.2
  • 7
    • 21144468672 scopus 로고
    • Security baskets and index-linked securities
    • 7. G. GORTON AND G. PENNACCHI, Security baskets and index-linked securities, J. Business 66 (1993), 1-27.
    • (1993) J. Business , vol.66 , pp. 1-27
    • Gorton, G.1    Pennacchi, G.2
  • 8
    • 0011678115 scopus 로고
    • Market rate versus fixed rate demand deposits
    • forthcoming
    • 8. C. J. JACKLIN, Market rate versus fixed rate demand deposits, J. Monet. Econ., forthcoming (1994).
    • (1994) J. Monet. Econ.
    • Jacklin, C.J.1
  • 9
    • 85015256306 scopus 로고
    • On money as a medium of exchange
    • 9. N. KIYOTAKI AND R. WRIGHT, On money as a medium of exchange, J. Polit. Econ. 97 (1989), 927-954.
    • (1989) J. Polit. Econ. , vol.97 , pp. 927-954
    • Kiyotaki, N.1    Wright, R.2
  • 10
    • 0000859303 scopus 로고
    • Continuous auctions an insider trade
    • 10. A. S. KYLE, Continuous auctions an insider trade, Econometrica 53 (1985), 1315-1335.
    • (1985) Econometrica , vol.53 , pp. 1315-1335
    • Kyle, A.S.1
  • 11
    • 0000424077 scopus 로고
    • Information and consumer behaviour
    • 11. P. NELSON, Information and consumer behaviour, J. Polit. Econ. 78 (1970), 311-329.
    • (1970) J. Polit. Econ. , vol.78 , pp. 311-329
    • Nelson, P.1
  • 12
    • 0001181569 scopus 로고
    • Advertising as information
    • 12. P. NELSON, Advertising as information, J. Polit. Econ. 81 (1974), 729-754.
    • (1974) J. Polit. Econ. , vol.81 , pp. 729-754
    • Nelson, P.1
  • 13
    • 84923067231 scopus 로고
    • Trading volume and asset liquidity
    • May
    • 13. M. PAGANO, Trading volume and asset liquidity, Quart. J. Econ. May (1989), 255-274.
    • (1989) Quart. J. Econ. , pp. 255-274
    • Pagano, M.1
  • 16
    • 0001532708 scopus 로고
    • Barter and monetary exchange under private information
    • forthcoming
    • 16. S. D. WILLIAMSON AND R. WRIGHT, Barter and monetary exchange under private information, Amer. Econ. Rev., forthcoming (1993).
    • (1993) Amer. Econ. Rev.
    • Williamson, S.D.1    Wright, R.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.