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What is the Optimal Trading Frequency in Financial Markets?

Songzi Du, Haoxiang Zhu   Jul 06,2018

Working Paper No.00039-00

This paper studies the impact of increasing trading frequency in financial markets on allocative efficiency. We build and solve... Read More

Size Discovery

Darrell Duffie , Haoxiang Zhu   Jul 06,2018

Working Paper No.00040-00

Size-discovery mechanisms allow large quantities of an asset to be exchanged at a price that does not respond to... Read More

Information Tradeoffs in Dynamic Financial Markets

Efstathios Avdis   Mar 15,2017

Working Paper No.00013-00

In dynamic financial markets the stochastic supply of risky assets has a significant informational role. Contrary to static models, where... Read More

Published: Journal of Financial Economics, 2016, 122(), 568-584

Information Spillovers in Asset Markets with Correlated Values

Brett Green , William Fuchs , Vladimir Asriyan   Jul 06,2018

Working Paper No.00033-00

We study information spillovers in a dynamic setting with correlated assets owned by privately informed sellers. In the model, a... Read More

Published: American Economic Review, 2017, (), -