Search and endogenous concentration of liquidity in asset markets

Vayanos, DimitriORCID logo; and Wang, Tan (2007) Search and endogenous concentration of liquidity in asset markets. Journal of Economic Theory, 136 (1). pp. 66-104. ISSN 1095-7235
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Item Type Article
Departments Financial Markets Group
DOI 10.1016/j.jet.2006.08.001
Date Deposited 02 Jul 2008 14:13
URI https://researchonline.lse.ac.uk/id/eprint/6344

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