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Volumn 8, Issue 2-3, 2010, Pages 456-466

A model of financial market liquidity based on intermediary capital

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EID: 77951015608     PISSN: 15424766     EISSN: 15424774     Source Type: Journal    
DOI: 10.1111/j.1542-4774.2010.tb00516.x     Document Type: Article
Times cited : (58)

References (21)
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    • Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs
    • Gromb, Denis, and Dimitri Vayanos (2002). "Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs." Journal of Financial Economics, 66, 361-407
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    • Gromb, D.1    Vayanos, D.2
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    • Risk in Dynamic Arbitrage: Price Effects of Convergence Trading
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    • Kondor, P.1
  • 14
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    • Contagion as a Wealth Effect of Financial Intermediaries
    • Kyle, Albert S., and Wei Xiong (2001). "Contagion as a Wealth Effect of Financial Intermediaries." Journal of Finance, 56, 1401-1440.
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    • Inefficient Credit Booms
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    • Lorenzoni, G.1
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    • The Role of Portfolio Constraints in the International Propagation of Shocks
    • Pavlova, Anna, and Roberto Rigobon (2008). "The Role of Portfolio Constraints in the International Propagation of Shocks." Review of Economic Studies, 75, 1215-1256
    • (2008) Review of Economic Studies , vol.75 , pp. 1215-1256
    • Pavlova, A.1    Rigobon, R.2
  • 18
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    • The Inefficiency of the Stock Market Equilibrium
    • Stiglitz, Joseph E. (1982). "The Inefficiency of the Stock Market Equilibrium." Review of Economic Studies, 49, 241-261.
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    • (1992) Journal of Finance , vol.47 , pp. 1283-1302
    • Tuckman, B.1    Vila, J.-L.2
  • 21
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    • Convergence Trading with Wealth Effects
    • Xiong, Wei (2001). "Convergence Trading with Wealth Effects." Journal of Financial Economics, 62, 247-292.
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    • Xiong, W.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.