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Random competitive exchange: Price distributions and gains from trade

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  • Mendelson, Haim

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  • Mendelson, Haim, 1985. "Random competitive exchange: Price distributions and gains from trade," Journal of Economic Theory, Elsevier, vol. 37(2), pages 254-280, December.
    • Handle: RePEc:eee:jetheo:v:37:y:1985:i:2:p:254-280
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    Cited by:

    1. Wing Wah Tham & Elvira Sojli & Johannes A. Skjeltorp, 2018. "Cross-Sided Liquidity Externalities," Management Science, INFORMS, vol. 64(6), pages 2901-2929, June.
    2. Shira Fano & Marco LiCalzi & Paolo Pellizzari, 2013. "Convergence of outcomes and evolution of strategic behavior in double auctions," Journal of Evolutionary Economics, Springer, vol. 23(3), pages 513-538, July.
    3. Bortolotti, Bernardo & de Jong, Frank & Nicodano, Giovanna & Schindele, Ibolya, 2007. "Privatization and stock market liquidity," Journal of Banking & Finance, Elsevier, vol. 31(2), pages 297-316, February.
    4. Lauterbach, Beni, 2001. "A note on trading mechanism and securities' value: The analysis of rejects from continuous trade," Journal of Banking & Finance, Elsevier, vol. 25(2), pages 419-430, February.
    5. Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham, 2012. "Identifying cross-sided liquidity externalities," Working Paper 2012/20, Norges Bank.
    6. Sioud Olfa Benouda & Mezzez Hmaied Dorra, 2003. "The Effects of Automation on Liquidity, Volatility, Stock Returns and Efficiency: Evidence from the Tunisian Stock Market," Review of Middle East Economics and Finance, De Gruyter, vol. 1(2), pages 43-56, August.
    7. Amihud, Yakov & Mendelson, Haim & Lauterbach, Beni, 1997. "Market microstructure and securities values: Evidence from the Tel Aviv Stock Exchange," Journal of Financial Economics, Elsevier, vol. 45(3), pages 365-390, September.
    8. Ormazabal, Gaizka & Barth, Mary E. & Badia, Marc & Duro, Miguel, 2017. "Firm Risk and Disclosures about Dispersion in Asset Values:," CEPR Discussion Papers 12144, C.E.P.R. Discussion Papers.

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