Liquidity risk in sequential trading networks

DOI10.1016/J.GEB.2018.02.004zbMath1390.91148OpenAlexW3121681647WikidataQ130130035 ScholiaQ130130035MaRDI QIDQ1753312

C. Matthew Leister, Shachar Kariv, Maciej H. Kotowski

Publication date: 29 May 2018

Published in: Games and Economic Behavior (Search for Journal in Brave)

Full work available at URL: http://nrs.harvard.edu/urn-3:HUL.InstRepos:35165081

zbMATH Keywords

experimentauctionsintermediationliquiditybudget constraintseconomic networks

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Experimental studies (91A90)

Related Items (1)

Free intermediation in resource transmission

Cites Work

• Trading networks with price-setting agents
• Expected revenue of all-pay auctions and first-price sealed-bid auctions with budget constraints
• Bargaining and network structure: an experiment
• Bilateral Trading in Networks
• Standard Auctions with Financially Constrained Bidders
• Optimally constraining a bidder using a simple budget

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