A theory of procyclical market liquidity

DOI10.1016/J.JEDC.2022.104326zbMath1489.91163OpenAlexW4210499526MaRDI QIDQ2136959

Günter Strobl

Publication date: 16 May 2022

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2022.104326

zbMATH Keywords

business cycleadverse selectionrepeated gamemarket liquidity

Mathematics Subject Classification ID

Applications of game theory (91A80) Economic growth models (91B62) Multistage and repeated games (91A20)

Cites Work

• Noncooperative Collusion under Imperfect Price Information
• Learning by Holding and Liquidity
• Continuous Auctions and Insider Trading
• The Folk Theorem with Imperfect Public Information

This page was built for publication: A theory of procyclical market liquidity