Inventory, market making, and liquidity in OTC markets

DOI10.1016/J.JET.2024.105917MaRDI QIDQ6664578

Mahyar Kargar, Pierre-Olivier Weill, Assa Cohen, Benjamin Lester

Publication date: 16 January 2025

Published in: Journal of Economic Theory (Search for Journal in Brave)

zbMATH Keywords

intermediationliquidityover-the-counter marketsfinancial regulationdealer inventory

Mathematics Subject Classification ID

Mathematical economics (91Bxx)

Cites Work

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• Crises and liquidity in over-the-counter markets
• Portfolio choice and pricing in illiquid markets
• Intermediation in markets for goods and markets for assets
• Liquidity in Asset Markets With Search Frictions
• The Lebesgue-Stieltjes Integral
• A tractable model of monetary exchange with ex post heterogeneity
• An Empirical Equilibrium Model of a Decentralized Asset Market
• Competing on Speed
• Pricing and Liquidity in Decentralized Asset Markets
• An Information-based Theory of Financial Intermediation
• Over-the-Counter Markets
• Leaning Against the Wind
• Frictional Intermediation in Over-the-Counter Markets
• The Emergence of Market Structure
• Heterogeneity in decentralized asset markets

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