An Information-Based Theory of Time-Varying Liquidity
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Cited by:
- Vladimir Asriyan & William Fuchs & Brett Green, 2017.
"Information Spillovers in Asset Markets with Correlated Values,"
American Economic Review, American Economic Association, vol. 107(7), pages 2007-2040, July.
- Vladimir Asriyan, 2015. "Information Spillovers in Asset Markets with Correlated Values," 2015 Meeting Papers 711, Society for Economic Dynamics.
- Vladimir Asriyan & William Fuchs & Brett Green, 2015. "Information spillovers in asset markets with correlated values," Economics Working Papers 1482, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2016.
- Vladimir Asriyan & William Fuchs & Brett Green, 2016. "Information Spillovers in Asset Markets with Correlated Values," Working Papers 827, Barcelona School of Economics.
- Michael J Fishman & Jonathan A Parker & Ludwig Straub, 2024.
"A Dynamic Theory of Lending Standards,"
The Review of Financial Studies, Society for Financial Studies, vol. 37(8), pages 2355-2402.
- Michael Fishman & Jonathan Parker & Ludwig Straub, 2019. "A Dynamic Theory of Lending Standards," 2019 Meeting Papers 1344, Society for Economic Dynamics.
- Michael J. Fishman & Jonathan A. Parker & Ludwig Straub, 2020. "A Dynamic Theory of Lending Standards," NBER Working Papers 27610, National Bureau of Economic Research, Inc.
- Mayer, Simon, 2022. "Financing breakthroughs under failure risk," Journal of Financial Economics, Elsevier, vol. 144(3), pages 807-848.
- Strobl, Günter, 2022. "A theory of procyclical market liquidity," Journal of Economic Dynamics and Control, Elsevier, vol. 138(C).
- Vladimir Asriyan & William Fuchs & Brett Green, 2019.
"Liquidity Sentiments,"
American Economic Review, American Economic Association, vol. 109(11), pages 3813-3848, November.
- Vladimir Asriyan & William Fuchs & Brett Green, 2017. "Liquidity sentiments," Economics Working Papers 1583, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2018.
- Vladimir Asriyan & William Fuchs & Brett Green, 2017. "Liquidity Sentiments," Working Papers 993, Barcelona School of Economics.
- Manuel Adelino & Kristopher Gerardi & Barney Hartman-Glaser, 2016.
"Are Lemons Sold First? Dynamic Signaling in the Mortgage Market,"
FRB Atlanta Working Paper
2016-8, Federal Reserve Bank of Atlanta.
- Manuel Adelino & Kristopher Gerardi & Barney Hartman-Glaser, 2018. "Are Lemons Sold First? Dynamic Signaling in the Mortgage Market," NBER Working Papers 24180, National Bureau of Economic Research, Inc.
- Asriyan, Vladimir & Fuchs, William & Green, Brett, 2021.
"Aggregation and design of information in asset markets with adverse selection,"
Journal of Economic Theory, Elsevier, vol. 191(C).
- Vladimir Asriyan & William Fuchs & Brett Green, 2017. "Aggregation and Design of Information in Asset Markets with Adverse Selection," Working Papers 979, Barcelona School of Economics.
- Vladimir Asriyan & William Fuchs & Brett Green, 2017. "Aggregation and design of information in asset markets with adverse selection," Economics Working Papers 1573, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2019.
- Joshua Bosshardt & Ali Kakhbod & Farzad Saidi, 2021.
"The Bank Liquidity Channel of Financial (In)stability,"
ECONtribute Discussion Papers Series
108, University of Bonn and University of Cologne, Germany.
- Bosshardt, Joshua & Kakhbod, Ali & Saidi, Farzad, 2022. "The Bank Liquidity Channel of Financial (In)stability," CEPR Discussion Papers 16438, C.E.P.R. Discussion Papers.
- Martel, Jordan, 2018. "Quality, price, and time-on-market," Economics Letters, Elsevier, vol. 171(C), pages 97-101.
- Robert Snigaroff & David Wroblewski, 2023. "Consumption with earnings, liquidity, and market based models," Review of Quantitative Finance and Accounting, Springer, vol. 60(2), pages 501-530, February.
- Choi, Michael, 2018. "Imperfect information transmission and adverse selection in asset markets," Journal of Economic Theory, Elsevier, vol. 176(C), pages 619-649.
- Hibbeln, Martin & Osterkamp, Werner, 2024. "The Impact of Risk Retention on Moral Hazard in the Securitization Market," Journal of Banking & Finance, Elsevier, vol. 163(C).
- Adelino, Manuel & Gerardi, Kristopher & Hartman-Glaser, Barney, 2019. "Are lemons sold first? Dynamic signaling in the mortgage market," Journal of Financial Economics, Elsevier, vol. 132(1), pages 1-25.
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