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Liquidity without money: A General equilibrium model of market microstructure

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  • Peck, James

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  • Peck, James, 1990. "Liquidity without money: A General equilibrium model of market microstructure," Journal of Financial Intermediation, Elsevier, vol. 1(1), pages 80-103, March.
    • Handle: RePEc:eee:jfinin:v:1:y:1990:i:1:p:80-103
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    Cited by:

    1. Xue-Zhong He, 2003. "Asset Pricing, Volatility and Market Behaviour: A Market Fraction Approach," Research Paper Series 95, Quantitative Finance Research Centre, University of Technology, Sydney.
    2. Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2008. "Heterogeneity, Market Mechanisms, and Asset Price Dynamics," Research Paper Series 231, Quantitative Finance Research Centre, University of Technology, Sydney.
    3. Yavas, Abdullah, 2001. "The immediacy service of the specialist as a coordination mechanism," International Review of Economics & Finance, Elsevier, vol. 10(3), pages 205-221, July.
    4. Chiarella, Carl & He, Xue-Zhong, 2003. "Heterogeneous Beliefs, Risk, And Learning In A Simple Asset-Pricing Model With A Market Maker," Macroeconomic Dynamics, Cambridge University Press, vol. 7(4), pages 503-536, September.
    5. Brusco, Sandro & Jackson, Matthew O., 1999. "The Optimal Design of a Market," Journal of Economic Theory, Elsevier, vol. 88(1), pages 1-39, September.
    6. Abdullah Yavaş, 1993. "A Simple Model Of Bid‐Ask Spread And Search," Review of Financial Economics, John Wiley & Sons, vol. 2(2), pages 73-84, March.

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