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Volumn 13, Issue 5, 2007, Pages 825-832

Optimal microstructures

Author keywords

Ambiguity; Market design; Microstructure

Indexed keywords


EID: 35548950321     PISSN: 13547798     EISSN: 1468036X     Source Type: Journal    
DOI: 10.1111/j.1468-036X.2007.00398.x     Document Type: Article
Times cited : (13)

References (14)
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    • The microstructure of the bond market in the 20th century
    • and. Carnegie-Mellon University
    • Biais, B. and Green, R. The microstructure of the bond market in the 20th century Working Paper (Carnegie-Mellon University, 2005).
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    • Biais, B.1    Green, R.2
  • 6
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    • Microstructure and ambiguity
    • and. Johnson Graduate School of Management, Cornell University
    • Easley, D. and O'Hara, M. Microstructure and ambiguity Working Paper (Johnson Graduate School of Management, Cornell University, 2006).
    • (2006) Working Paper
    • Easley, D.1    O'Hara, M.2
  • 7
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    • Information and the cost of capital
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    • Easley, D. and O'Hara, M. Information and the cost of capital Journal of Finance, Vol. 59, 2004, pp. 1553 83.
    • (2004) Journal of Finance , vol.59 , pp. 1553-83
    • Easley, D.1    O'Hara, M.2
  • 8
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    • Is information risk a determinant of asset prices?
    • and. pp.
    • Easley, D., Hvidkjaer, S. and O'Hara, M. Is information risk a determinant of asset prices? Journal of Finance, Vol. 57, 2002, pp. 2185 2221.
    • (2002) Journal of Finance , vol.57 , pp. 2185-2221
    • Easley, D.1    Hvidkjaer, S.2    O'Hara, M.3
  • 9
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    • Maximum expected utility theory with non-unique prior
    • and. pp.
    • Gilboa, L. and Schmeidler, D. Maximum expected utility theory with non-unique prior Journal of Mathematical Economics, Vol. 18, 1989, pp. 141 53.
    • (1989) Journal of Mathematical Economics , vol.18 , pp. 141-53
    • Gilboa, L.1    Schmeidler, D.2
  • 11
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    • Finance and growth: Theory and evidence
    • Aghion, P. and. Durlauf, S. eds. Amsterdam: Elsevier Science
    • Levine, R Finance and growth: theory and evidence in Aghion, P. and Durlauf, S. eds Handbook of Economic Growth (Amsterdam : Elsevier Science, 2005).
    • (2005) Handbook of Economic Growth
    • Levine, R.1
  • 12
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    • Presidential address: Liquidity and price discovery
    • pp.
    • O'Hara, M. Presidential address: liquidity and price discovery Journal of Finance, Vol. 58, 2003, pp. 1335 54.
    • (2003) Journal of Finance , vol.58 , pp. 1335-54
    • O'Hara, M.1
  • 13
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    • Designing markets for developing countries
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    • O'Hara, M. Designing markets for developing countries International Review of Finance, Vol. 2, 2001, pp. 205 15.
    • (2001) International Review of Finance , vol.2 , pp. 205-15
    • O'Hara, M.1
  • 14
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    • Liquidity risk and expected stock returns
    • and. pp.
    • Pastor, L. and Stambaugh, R. Liquidity risk and expected stock returns Journal of Political Economy, Vol. 111, 2003, pp. 642 85.
    • (2003) Journal of Political Economy , vol.111 , pp. 642-85
    • Pastor, L.1    Stambaugh, R.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.