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Decentralized Exchange
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Cited by:
- Babus, Ana & Parlatore, Cecilia, 2022.
"Strategic fragmented markets,"
Journal of Financial Economics, Elsevier, vol. 145(3), pages 876-908.
- Babus, Ana & Parlatore Siritto, Cecilia, 2016. "Strategic Fragmented Markets," CEPR Discussion Papers 11591, C.E.P.R. Discussion Papers.
- Ana Babus & Cecilia Parlatore, 2021. "Strategic Fragmented Markets," NBER Working Papers 28729, National Bureau of Economic Research, Inc.
- Cecilia Parlatore & Ana Babus, 2016. "Strategic Fragmented Markets," 2016 Meeting Papers 1582, Society for Economic Dynamics.
- Jean-Edouard Colliard & Thierry Foucault & Peter Hoffmann, 2018.
"Inventory Management, Dealers' Connections, and Prices in OTC Markets,"
Working Papers
hal-01933855, HAL.
- Colliard, Jean-Edouard & Foucault, Thierry & Hoffmann, Peter, 2021. "Inventory management, dealers’ connections, and prices in OTC markets," Working Paper Series 2529, European Central Bank.
- Foucault, Thierry & Colliard, Jean-Edouard & Hoffmann, Peter, 2018. "Inventory Management, Dealers' Connections, and Prices in OTC Markets," CEPR Discussion Papers 13093, C.E.P.R. Discussion Papers.
- Colliard, Jean-Edouard & Foucault, Thierry & Hoffmann, Peter, 2018. "Inventory Management, Dealers' Connections, and Prices in OTC Markets," HEC Research Papers Series 1286, HEC Paris.
- Zenou, Yves & Xu, Jin & Zhou, Junjie, 2019. "Networks in Conflict: A Variational Inequality Approach," CEPR Discussion Papers 13647, C.E.P.R. Discussion Papers.
- Michail Anthropelos & Constantinos Kardaras & Georgios Vichos, 2020.
"Effective risk aversion in thin risk‐sharing markets,"
Mathematical Finance, Wiley Blackwell, vol. 30(4), pages 1565-1590, October.
- Michail Anthropelos & Constantinos Kardaras & Georgios Vichos, 2017. "Effective risk aversion in thin risk-sharing markets," Papers 1707.05096, arXiv.org, revised Jun 2018.
- Anthropelos, Michail & Kardaras, Constantinos & Vichos, Georgios, 2020. "Effective risk aversion in thin risk-sharing markets," LSE Research Online Documents on Economics 102275, London School of Economics and Political Science, LSE Library.
- Xu, Jin & Zenou, Yves & Zhou, Junjie, 2022. "Equilibrium characterization and shock propagation in conflict networks," Journal of Economic Theory, Elsevier, vol. 206(C).
- Jean-Edouard Colliard & Gabrielle Demange, 2021.
"Asset Dissemination Through Dealer Markets,"
Management Science, INFORMS, vol. 67(10), pages 6211-6234, October.
- Jean-Edouard Colliard & Gabrielle Demange, 2018. "Asset Dissemination Through Dealer Markets," Working Papers hal-01933843, HAL.
- Jean-Edouard Colliard & Gabrielle Demange, 2021. "Asset Dissemination Through Dealer Markets," Post-Print halshs-03238403, HAL.
- Colliard, Jean-Edouard & Demange, Gabrielle, 2018. "Asset Dissemination Through Dealer Markets," HEC Research Papers Series 1296, HEC Paris.
- Jean-Edouard Colliard & Gabrielle Demange, 2018. "Asset Dissemination Through Dealer Markets," PSE Working Papers hal-01933843, HAL.
- Jean-Edouard Colliard & Gabrielle Demange, 2021. "Asset Dissemination Through Dealer Markets," PSE-Ecole d'économie de Paris (Postprint) halshs-03238403, HAL.
- Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2020.
"Frictional Intermediation in Over-the-Counter Markets,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 87(3), pages 1432-1469.
- Hugonnier, Julien & Weill, Pierre-Olivier & Lester, Benjamin, 2018. "Frictional intermediation in over-the-counter markets," CEPR Discussion Papers 13126, C.E.P.R. Discussion Papers.
- Julien Hugonnier & Benjamin R. Lester & Pierre-Olivier Weill, 2018. "Frictional Intermediation in Over-the-Counter Markets," Swiss Finance Institute Research Paper Series 18-52, Swiss Finance Institute.
- Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2018. "Frictional Intermediation in Over-the-counter Markets," NBER Working Papers 24956, National Bureau of Economic Research, Inc.
- Julien Hugonnier & Benjamin R. Lester & Pierre-Olivier Weill, 2018. "Frictional Intermediation in Over-the-Counter Markets," Swiss Finance Institute Research Paper Series 18-59, Swiss Finance Institute.
- Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2019. "Frictional Intermediation in Over-the-Counter Markets," 2019 Meeting Papers 327, Society for Economic Dynamics.
- Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2019. "Frictional Intermediation in Over-the-Counter Markets," Working Papers 19-10, Federal Reserve Bank of Philadelphia.
- Loertscher, Simon & Marx, Leslie M., 2020. "Digital monopolies: Privacy protection or price regulation?," International Journal of Industrial Organization, Elsevier, vol. 71(C).
- Sultanum, Bruno, 2018.
"Financial fragility and over-the-counter markets,"
Journal of Economic Theory, Elsevier, vol. 177(C), pages 616-658.
- Bruno Sultanum, 2014. "Financial fragility and over-the-counter markets," 2014 Papers psu420, Job Market Papers.
- Bruno Sultanum, 2016. "Financial Fragility and Over-the-Counter Markets," Working Paper 16-4, Federal Reserve Bank of Richmond.
- Bruno Sultanum, 2017. "Financial Fragility and Over-the-counter Markets," 2017 Meeting Papers 1122, Society for Economic Dynamics.
- Jérôme Dugast & Semih Üslü & Pierre-Olivier Weill, 2022.
"A Theory of Participation in OTC and Centralized Markets,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(6), pages 3223-3266.
- Jérôme Dugast & Semih Üslü & Pierre-Olivier Weill, 2019. "A Theory of Participation in OTC and Centralized Markets," NBER Working Papers 25887, National Bureau of Economic Research, Inc.
- Jérôme Dugast & Semih Uslu & Pierre-Olivier Weill, 2022. "A Theory of Participation in OTC and Centralized Markets," Post-Print hal-03962911, HAL.
- Weill, Pierre-Olivier & Dugast, Jérôme & Uslu, Semih, 2019. "A Theory of Participation in OTC and Centralized Markets," CEPR Discussion Papers 14258, C.E.P.R. Discussion Papers.
- Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2022.
"An Information-based Theory of Financial Intermediation,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(5), pages 2381-2444.
- Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2019. "An Information-based Theory of Financial Intermediation," 2019 Meeting Papers 403, Society for Economic Dynamics.
- Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2019. "An Information-Based Theory of Financial Intermediation," Working Paper 19-12, Federal Reserve Bank of Richmond.
- Doda, Baran & Quemin, Simon & Taschini, Luca, 2019.
"Linking permit markets multilaterally,"
Journal of Environmental Economics and Management, Elsevier, vol. 98(C).
- Baran Doda & Simon Quemin, 2018. "Linking Permit Markets Multilaterally," Working Papers 1804, Chaire Economie du climat.
- Baran Doda & Simon Quemin & Luca Taschini, 2019. "Linking Permit Markets Multilaterally," Working Papers 2019.17, FAERE - French Association of Environmental and Resource Economists.
- Doda, Baran & Quemin, Simon & Taschini, Luca, 2019. "Linking permit markets multilaterally," LSE Research Online Documents on Economics 101670, London School of Economics and Political Science, LSE Library.
- Hugues Dastarac, 2021. "Strategic Trading, Welfare and Prices with Futures Contracts," Working papers 841, Banque de France.
- Czech, Robert & Pintér, Gábor, 2020.
"Informed trading and the dynamics of client-dealer connections in corporate bond markets,"
Bank of England working papers
895, Bank of England, revised 20 Jan 2022.
- Robert Czech & Gábor Pintér, 2020. "Informed Trading and the Dynamics of Client-Dealer Connections in Corporate Bond Markets," Discussion Papers 2032, Centre for Macroeconomics (CFM).
- Daniel Chen & Darrell Duffie, 2021.
"Market Fragmentation,"
American Economic Review, American Economic Association, vol. 111(7), pages 2247-2274, July.
- Daniel Chen & Darrell Duffie, 2020. "Market Fragmentation," NBER Working Papers 26828, National Bureau of Economic Research, Inc.
- Chen, Daniel & Duffie, Darrell, 2020. "Market Fragmentation," Research Papers 3854, Stanford University, Graduate School of Business.
- Rainone, Edoardo, 2020. "The network nature of over-the-counter interest rates," Journal of Financial Markets, Elsevier, vol. 47(C).
- Jérôme Dugast & Semih Uslu & Pierre-Olivier Weil, 2018.
"Platform Trading with an OTC Market Fringe,"
Post-Print
hal-02104107, HAL.
- Jerome Dugast & Pierre-Olivier Weill & Semih Uslu, 2018. "Platform Trading with an OTC Market Fringe," 2018 Meeting Papers 1002, Society for Economic Dynamics.
- Anthropelos, Michail & Boonen, Tim J., 2020.
"Nash equilibria in optimal reinsurance bargaining,"
Insurance: Mathematics and Economics, Elsevier, vol. 93(C), pages 196-205.
- Michail Anthropelos & Tim J. Boonen, 2019. "Nash Equilibria in Optimal Reinsurance Bargaining," Papers 1909.01739, arXiv.org, revised Mar 2020.
- Babus, Ana & Hachem, Kinda, 2021.
"Regulation and security design in concentrated markets,"
Journal of Monetary Economics, Elsevier, vol. 121(C), pages 139-151.
- Ana Babus & Kinda Cheryl Hachem, 2021. "Regulation and Security Design in Concentrated Markets," NBER Working Papers 28764, National Bureau of Economic Research, Inc.
- Babus, Ana & Hachem, Kinda, 2021. "Regulation and Security Design in Concentrated Markets," CEPR Discussion Papers 15861, C.E.P.R. Discussion Papers.
- Simone Alfarano & Albert Banal-Estañol & Eva Camacho & Giulia Iori & Burcu Kapar & Rohit Rahi, 2024.
"Centralized vs decentralized markets: The role of connectivity,"
Economics Working Papers
1877, Department of Economics and Business, Universitat Pompeu Fabra.
- Simone Alfarano & Albert Banal-Estañol & Eva Camacho & Giulia Iori & Burcu Kapar & Rohit Rahi, 2024. "Centralized vs Decentralized Markets: The Role of Connectivity," Working Papers 1420, Barcelona School of Economics.
- Michail Anthropelos & Constantinos Stefanakis, 2024. "Continuous-time Equilibrium Returns in Markets with Price Impact and Transaction Costs," Papers 2405.14418, arXiv.org.
- Yu An & Zeyu Zheng, 2023. "Immediacy Provision and Matchmaking," Management Science, INFORMS, vol. 69(2), pages 1245-1263, February.
- Jason Allen & Milena Wittwer, 2023. "Intermediary Market Power and Capital Constraints," Staff Working Papers 23-51, Bank of Canada.
- Rahi, Rohit & Zigrand, Jean-Pierre, 2020. "Market fragmentation and contagion," LSE Research Online Documents on Economics 118876, London School of Economics and Political Science, LSE Library.
- Eisenschmidt, Jens & Ma, Yiming & Zhang, Anthony Lee, 2024.
"Monetary policy transmission in segmented markets,"
Journal of Financial Economics, Elsevier, vol. 151(C).
- Eisenschmidt, Jens & Ma, Yiming & Zhang, Anthony Lee, 2022. "Monetary policy transmission in segmented markets," Working Paper Series 2706, European Central Bank.
- Neuhann, Daniel & Sockin, Michael, 2024. "Financial market concentration and misallocation," Journal of Financial Economics, Elsevier, vol. 159(C).
- Halim, Edward & Riyanto, Yohanes E. & Roy, Nilanjan & Wang, Yan, 2022. "The Bright Side of Dark Markets: Experiments," MPRA Paper 111803, University Library of Munich, Germany.
- Lausen, Jens & Clapham, Benjamin & Gomber, Peter & Bender, Micha, 2022. "Drivers and effects of stock market fragmentation - Insights on SME stocks," SAFE Working Paper Series 367, Leibniz Institute for Financial Research SAFE.
- Bruno Bouchard & Masaaki Fukasawa & Martin Herdegen & Johannes Muhle-Karbe, 2017. "Equilibrium Returns with Transaction Costs," Papers 1707.08464, arXiv.org, revised Apr 2018.
- Anthropelos, Michail & Kardaras, Constantinos, 2024. "Price impact under heterogeneous beliefs and restricted participation," Journal of Economic Theory, Elsevier, vol. 215(C).
- Chen, Jun & Elliott, Matthew & Koh, Andrew, 2023. "Capability accumulation and conglomeratization in the information age," Journal of Economic Theory, Elsevier, vol. 210(C).
- Holmberg, P. & Philpott, A.B., 2018. "On supply-function equilibria in radial transmission networks," European Journal of Operational Research, Elsevier, vol. 271(3), pages 985-1000.
- Joseph, Andreas & Vasios, Michalis, 2022. "OTC Microstructure in a period of stress: A Multi-layered network approach," Journal of Banking & Finance, Elsevier, vol. 138(C).
- Levent Onural & Mustafa Çelebi Pınar & Can Fırtına, 2021. "Modeling Economic Activities and Random Catastrophic Failures of Financial Networks via Gibbs Random Fields," Computational Economics, Springer;Society for Computational Economics, vol. 58(2), pages 203-232, August.
- Shuo Liu, 2024.
"Social Optimal Search Intensity in Over-the-Counter Markets,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 53, pages 224-282, July.
- Shuo Liu, 2024. "Code and data files for "Social Optimal Search Intensity in Over-the-Counter Markets"," Computer Codes 22-80, Review of Economic Dynamics.
- Ji Shen & Bin Wei & Hongjun Yan, 2021. "Financial Intermediation Chains in an Over-the-Counter Market," Management Science, INFORMS, vol. 67(7), pages 4623-4642, July.
- Colin von Negenborn, 2023.
"The more the merrier? On the optimality of market size restrictions,"
Review of Economic Design, Springer;Society for Economic Design, vol. 27(3), pages 603-634, September.
- Colin von Negenborn, 2019. "The More the Merrier? On the Optimality of Market Size Restrictions," Rationality and Competition Discussion Paper Series 183, CRC TRR 190 Rationality and Competition.
- Goldstein, Michael A. & Hotchkiss, Edith S., 2020. "Providing liquidity in an illiquid market: Dealer behavior in US corporate bonds," Journal of Financial Economics, Elsevier, vol. 135(1), pages 16-40.
- Chen, J. & Elliott, M. & Koh, A., 2020. "Capability Accumulation and Conglomeratization in the Information Age," Cambridge Working Papers in Economics 2069, Faculty of Economics, University of Cambridge.
- Severinov, Sergei & Virag, Gabor, 2024. "Who wants to be an auctioneer?," Journal of Economic Theory, Elsevier, vol. 217(C).
- Reitz, Stefan & Umlandt, Dennis, 2021. "Currency returns and FX dealer balance sheets," Journal of International Economics, Elsevier, vol. 133(C).
- Pierre-Olivier Weill, 2020.
"The search theory of OTC markets,"
NBER Working Papers
27354, National Bureau of Economic Research, Inc.
- Weill, Pierre-Olivier, 2020. "The search theory of OTC markets," CEPR Discussion Papers 14847, C.E.P.R. Discussion Papers.
- Jun Deng & Hua Zong & Yun Wang, 2022. "Static Replication of Impermanent Loss for Concentrated Liquidity Provision in Decentralised Markets," Papers 2205.12043, arXiv.org, revised Mar 2023.
- Pierre Collin‐Dufresne & Benjamin Junge & Anders B. Trolle, 2020. "Market Structure and Transaction Costs of Index CDSs," Journal of Finance, American Finance Association, vol. 75(5), pages 2719-2763, October.
- Jean‐Edouard Colliard & Thierry Foucault & Peter Hoffmann, 2021. "Inventory Management, Dealers' Connections, and Prices in Over‐the‐Counter Markets," Journal of Finance, American Finance Association, vol. 76(5), pages 2199-2247, October.
- Pierre Collin-Dufresne & Benjamin Junge & Anders B. Trolle, 2018. "Market Structure and Transaction Costs of Index CDSs," Swiss Finance Institute Research Paper Series 18-40, Swiss Finance Institute.
- Michail Anthropelos & Scott Robertson, 2024. "Strategic Informed Trading and the Value of Private Information," Papers 2404.08757, arXiv.org.
- Michail Anthropelos & Constantinos Kardaras, 2018. "Price Impact Under Heterogeneous Beliefs and Restricted Participation," Papers 1802.09954, arXiv.org, revised Dec 2023.
- Glebkin, Sergei & Kuong, John Chi-Fong, 2023. "When large traders create noise," Journal of Financial Economics, Elsevier, vol. 150(2).
- Sofia Priazhkina & Samuel Palmer & Pablo Martín-Ramiro & Román Orús & Samuel Mugel & Vladimir Skavysh, 2024. "Digital Payments in Firm Networks: Theory of Adoption and Quantum Algorithm," Staff Working Papers 24-17, Bank of Canada.
- Alfarano, Simone & Banal-Estanol, Albert & Camacho-Cuena, Eva & Iori, Giulia & Kapar, Burcu, 2020. "Centralized vs decentralized markets in the laboratory: The role of connectivity," MPRA Paper 99129, University Library of Munich, Germany.
- Hendershott, Terrence & Li, Dan & Livdan, Dmitry & Schürhoff, Norman, 2024. "When failure is an option: Fragile liquidity in over-the-counter markets," Journal of Financial Economics, Elsevier, vol. 157(C).