Endogenous liquidity in asset markets

AL Eisfeldt - The Journal of Finance, 2004 - Wiley Online Library
This paper analyzes a model in which long‐term risky assets are illiquid due to adverse
selection. The degree of adverse selection and hence the liquidity of these assets is …

Endogenous Liquidity in Asset Markets.

AL EISFELDT - Journal of Finance (Wiley-Blackwell), 2004 - search.ebscohost.com
This paper analyzes a model in which long-term risky assets are illiquid due to adverse
selection. The degree of adverse selection and hence the liquidity of these assets is …

[PDF][PDF] Endogenous Liquidity in Asset Markets

AL Eisfeldt - THE JOURNAL OF FINANCE, 2004 - mfm.uchicago.edu
This paper analyzes a model in which long-term risky assets are illiquid due to adverse
selection. The degree of adverse selection and hence the liquidity of these assets is …

Endogenous Liquidity in Asset Markets

AL Eisfeldt - The Journal of Finance, 2004 - elibrary.ru
This paper analyzes a model in which long-term risky assets are illiquid due to adverse
selection. The degree of adverse selection and hence the liquidity of these assets is …

3 Endogenous Liquidity in Asset Markets

AL Eisfeldt - Liquidity and Crises, 2010 - books.google.com
Market liquidity appears to vary with the state of the economy. This is evident in the variation
in spreads between liquid and illiquid assets over the business cycle and in the fact that …

Endogenous Liquidity in Asset Markets

AL Eisfeldt - Journal of Finance, 2004 - JSTOR
This paper analyzes a model in which long-term risky assets are illiquid due to adverse
selection. The degree of adverse selection and hence the liquidity of these assets is …

3 Endogenous Liquidity in Asset Markets

AL Eisfeldt - Liquidity and Crises, 2011 - books.google.com
Market liquidity appears to vary with the state of the economy. This is evident in the variation
in spreads between liquid and illiquid assets over the business cycle and in the fact that …

Endogenous Liquidity in Asset Markets

AL Eisfeldt - Available at SSRN 509222 - papers.ssrn.com
This paper analyzes a model in which long-term risky assets are illiquid due to adverse
selection. The degree of adverse selection and hence the liquidity of these assets is …

[引用][C] Endogenous Liquidity in Asset Markets

AL Eisfeldt - 2002