Liquidity as a Choice Variable: A Lesson from the Japanese Government Bond Market
暂无分享,去创建一个
[1] Jacob Boudoukh. An equilibrium model of nominal bond prices with inflation-output correlation and stochastic volatility , 1993 .
[2] Jean-Luc Vila,et al. Arbitrage With Holding Costs: A Utility-Based Approach , 1992 .
[3] Jacob Boudoukh,et al. The Benchmark Effect in the Japanese Government Bond Market , 1991 .
[4] Haim Mendelson,et al. Liquidity, Maturity, and the Yields on U.S. Treasury Securities , 1991 .
[5] S. Viswanathan,et al. A theory of the interday variations in volume , 1990 .
[6] Marco Pagano,et al. Trading Volume and Asset Liquidity , 1989 .
[7] Sanford J. Grossman,et al. Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods , 1987 .
[8] Paul R. Milgrom,et al. Bid, ask and transaction prices in a specialist market with heterogeneously informed traders , 1985 .
[9] T. Ho,et al. The Dynamics of Dealer Markets Under Competition , 1983 .
[10] T. Ho,et al. Optimal dealer pricing under transactions and return uncertainty , 1981 .
[11] Y. Amihud,et al. Dealership market: Market-making with inventory , 1980 .
[12] William L. Silber,et al. Price Dispersion in the Government Securities Market , 1976, Journal of Political Economy.
[13] Anat R. Admati,et al. A Theory of Intraday Patterns: Volume and Price Variability , 1988 .
[14] Steven A. Lippman,et al. An Operational Measure of Liquidity , 1984 .