Los Angeles, CA 90095-1477
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Cambridge, MA 02138
University of California, Los Angeles
in Total Papers Downloads
in Total Papers Citations
house price, income inequality, supply regulation
On-the-run bonds, liquidity, specialness, search, arbitrage
Search, liquidity, asset pricing, on-the-run bonds
Marketmaking capital, marketmaker inventory, management, financial crisis
Market making capital, market maker inventory management
Liquidity premia, Search
liquidity, asset inventories, execution delays, search, bargaining
liquidity shock, limit-orders, asset pricing and liquidity, algorithmic trading, limited cognition, sticky plans
Liquidity, Frictional Markets, Walrasian market clearing alternatives, search, game theory
search frictions, bargaining, continuum of types, price dispersion, intermediation chains.
Search Frictions, Bargaining, Continuum of Types, Price Dispersion
search, payments, collateral, fraud, liquidity premia
Asset pricing, market segmentation, idiosyncratic risk.
Over-the-counter markets, OTC Markets, Order Flow
credit default swaps, dealers, OTC markets
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