Songzi Du

University of California, San Diego (UCSD) - Department of Economics

9500 Gilman Drive

La Jolla, CA 92093-0508

United States

SCHOLARLY PAPERS

10

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3,235

SSRN CITATIONS
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SSRN RANKINGS

Top 9,445

in Total Papers Citations

130

CROSSREF CITATIONS

44

Scholarly Papers (10)

Welfare and Optimal Trading Frequency in Dynamic Double Auctions

Number of pages: 66 Posted: 16 Apr 2012 Last Revised: 23 Dec 2015
Songzi Du and Haoxiang Zhu
University of California, San Diego (UCSD) - Department of Economics and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 757 (61,322)
Citation 3

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trading frequency, welfare, high-frequency trading, dynamic trading, double auction

Welfare and Optimal Trading Frequency in Dynamic Double Auctions

NBER Working Paper No. w20588
Number of pages: 67 Posted: 22 Oct 2014 Last Revised: 03 Apr 2023
Songzi Du and Haoxiang Zhu
University of California, San Diego (UCSD) - Department of Economics and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 23 (942,869)
Citation 2

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2.

Are CDS Auctions Biased and Inefficient?

Forthcoming, Journal of Finance
Number of pages: 47 Posted: 10 Apr 2011 Last Revised: 03 Nov 2016
Songzi Du and Haoxiang Zhu
University of California, San Diego (UCSD) - Department of Economics and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 779 (59,907)
Citation 11

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credit default swaps, credit event auctions, price bias, manipulation, allocative efficiency, double auction

3.

What Is the Optimal Trading Frequency in Financial Markets?

Review of Economic Studies, Forthcoming
Number of pages: 55 Posted: 24 Oct 2016 Last Revised: 24 Dec 2016
Songzi Du and Haoxiang Zhu
University of California, San Diego (UCSD) - Department of Economics and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 749 (63,108)
Citation 34

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trading frequency, allocative efficiency, high-frequency trading, double auction

4.

Bilateral Trading in Divisible Double Auctions

Journal of Economic Theory, Forthcoming
Number of pages: 36 Posted: 13 Jun 2016 Last Revised: 07 Dec 2016
Songzi Du and Haoxiang Zhu
University of California, San Diego (UCSD) - Department of Economics and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 227 (246,828)
Citation 10

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divisible double auctions, bilateral trading, bargaining, ex post equilibrium

Optimal Auction Design With Common Values: An Informationally-Robust Approach

Econometrica, Forthcoming
Number of pages: 78 Posted: 10 Mar 2018 Last Revised: 14 Oct 2021
Benjamin Brooks and Songzi Du
University of Chicago - Department of Economics and University of California, San Diego (UCSD) - Department of Economics
Downloads 171 (318,899)
Citation 27

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Mechanism design, information design, optimal auctions, profit maximization, common value, information structure, maxmin, Bayes correlated equilibrium, direct mechanism

Optimal Auction Design with Common Values: An Informationally-Robust Approach

Number of pages: 72 Posted: 05 Sep 2020
Benjamin Brooks and Songzi Du
University of Chicago - Department of Economics and University of California, San Diego (UCSD) - Department of Economics
Downloads 21 (963,246)
Citation 9

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Mechanism design, information design, optimal auctions, profit maximiza- tion, common value, information structure, maxmin, Bayes correlated equilibrium, direct mechanism

6.

Correlated Equilibrium and Higher Order Beliefs about Play

Games and Economic Behavior, Forthcoming
Number of pages: 28 Posted: 05 Jan 2009 Last Revised: 12 Jun 2012
Songzi Du
University of California, San Diego (UCSD) - Department of Economics
Downloads 176 (311,180)
Citation 1

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correlated equilibrium, higher order beliefs, intrinsic correlation

7.

Rigidity of Transfers and Unraveling in Matching Markets

Number of pages: 55 Posted: 20 Jan 2013 Last Revised: 18 Feb 2015
Songzi Du and Yair Livne
University of California, San Diego (UCSD) - Department of Economics and Independent
Downloads 116 (434,824)
Citation 8

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matching, unraveling, transfers, sequential stability

8.

Robust Mechanisms Under Common Valuation

Econometrica, Forthcoming
Number of pages: 27 Posted: 21 Mar 2016 Last Revised: 04 May 2018
Songzi Du
University of California, San Diego (UCSD) - Department of Economics
Downloads 115 (437,590)
Citation 12

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robust mechanism, common value auction, full surplus extraction, large markets

9.

On the Structure of Informationally Robust Optimal Mechanisms

Number of pages: 71 Posted: 05 Sep 2020 Last Revised: 30 Nov 2023
Benjamin Brooks and Songzi Du
University of Chicago - Department of Economics and University of California, San Diego (UCSD) - Department of Economics
Downloads 74 (581,951)

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Mechanism design, information design, public expenditure, optimal auctions, max-min, Bayes correlated equilibrium, robustness

10.

Robust Mechanisms for the Financing of Public Goods

Number of pages: 46 Posted: 18 Jun 2023
Benjamin Brooks and Songzi Du
University of Chicago - Department of Economics and University of California, San Diego (UCSD) - Department of Economics
Downloads 27 (877,081)

Abstract:

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Mechanism design, information design, public good, interdependent values, robustness