Songzi Du

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

9500 Gilman Drive

La Jolla, CA 92093-0508

United States

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

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 30,865

SSRN RANKINGS

Top 30,865

in Total Papers Downloads

3,537

TOTAL CITATIONS
Rank 9,562

SSRN RANKINGS

Top 9,562

in Total Papers Citations

119

Scholarly Papers (12)

Actions:
Email selected abstracts
1.

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 808 (65,965)
Citation 34

Abstract:

Loading...

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

2.

Welfare and Optimal Trading Frequency in Dynamic Double Auctions

Downloads 797 (67,133)
Citation 5

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 768 (69,424)
Citation 3

Abstract:

Loading...

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 29 (1,062,093)
Citation 2

Abstract:

Loading...

3.

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 797 (67,133)
Citation 11

Abstract:

Loading...

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

4.

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

Downloads 240 (271,708)
Citation 37

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 206 (313,411)
Citation 30

Abstract:

Loading...

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 34 (1,004,828)
Citation 7

Abstract:

Loading...

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

5.

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 235 (277,392)
Citation 10

Abstract:

Loading...

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

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 179 (358,074)
Citation 1

Abstract:

Loading...

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 131 (464,847)
Citation 8

Abstract:

Loading...

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 125 (482,251)
Citation 12

Abstract:

Loading...

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

9.

On the Structure of Informationally Robust Optimal Mechanisms

Econometrica, forthcoming
Number of pages: 71 Posted: 05 Sep 2020 Last Revised: 08 Jun 2024
Benjamin Brooks and Songzi Du
University of Chicago - Department of Economics and University of California, San Diego (UCSD) - Department of Economics
Downloads 111 (528,092)

Abstract:

Loading...

Mechanism design, information design, public expenditure, optimal auctions, max-min, Bayes correlated equilibrium, robustness JEL Classification: C72, D44, D82, D83

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 50 (834,509)
Citation 1

Abstract:

Loading...

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

11.

Dual Reductions and the First-Order Approach for Informationally Robust Mechanism Design

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2024-136
Number of pages: 17 Posted: 24 Oct 2024
Benjamin Brooks and Songzi Du
University of Chicago - Department of Economics and University of California, San Diego (UCSD) - Department of Economics
Downloads 37 (948,727)

Abstract:

Loading...

Mechanism design, information design, dual reduction, max-min, Bayes correlated equilibrium, robustness

12.

An Informationally-Robust Market Model of Perfect Competition

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2025-16
Number of pages: 35 Posted: 29 Jan 2025
Benjamin Brooks, Songzi Du and Linchen Zhang
University of Chicago - Department of Economics, University of California, San Diego (UCSD) - Department of Economics and University of California San Diego
Downloads 27 (1,056,468)

Abstract:

Loading...

Mechanism design, rational expectations, private information, common value, private value, full surplus extraction, large market, robustness