Inducing liquidity in thin financial markets through combined-value trading mechanisms

European Economic Review

Volumn 46, Issue 9, 2002, Pages 1671-1695

  Bossaerts, Peter ^a,b   Fine, Leslie ^c   Ledyard, John ^a  

^a CALIFORNIA INSTITUTE OF TECHNOLOGY   (United States)

^b CEPR   (United Kingdom)

^c HEWLETT PACKARD COMPANY   (United States)

Author keywords

Experimental finance; Financial markets; Liquidity; Portfolio trading

Indexed keywords

FINANCIAL MARKET; INVESTMENT; THEORETICAL STUDY;

EID: 0036773363     PISSN: 00142921     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0014-2921(02)00240-4     Document Type: Article

References (13)

1. The significance of the market portfolio
2. The CAPM in thin experimental financial markets
3. Mutually destructive bidding: The FCC auction design problem
4. Which moments to match?
5. Indirect inference
6. Enhancing the liquidity of bond trading
7. The feasibility of an index-contingent trading mechanism
8. Implications of an index-contingent trading mechanism