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A Search-Based Theory of the On-the-Run Phenomenon
Author(s):
DIMITRI VAYANOS
,
PIERRE-OLIVIER WEILL
Publication date
Created:
June 2008
Publication date
(Print):
June 2008
Journal:
The Journal of Finance
Publisher:
Wiley-Blackwell
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International Journal of Banking and Finance
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35
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Asset pricing and the bid-ask spread
Yakov Amihud
,
Haim Mendelson
(1986)
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A Theory of Intraday Patterns: Volume and Price Variability
Anat R. Admati
,
Paul J Pfleiderer
(1988)
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Aggregate Demand Management in Search Equilibrium
Peter A Diamond
(1982)
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Author and article information
Journal
Title:
The Journal of Finance
Publisher:
Wiley-Blackwell
ISSN:
00221082
Publication date Created:
June 2008
Publication date (Print):
June 2008
Volume
: 63
Issue
: 3
Pages
: 1361-1398
Article
DOI:
10.1111/j.1540-6261.2008.01360.x
SO-VID:
402f8f99-23ab-4174-8fd3-fb8022902e0d
Copyright ©
© 2008
License:
http://doi.wiley.com/10.1002/tdm_license_1.1
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