Liquidity risk in sequential trading networks
type: Item
instance of: scholarly article
title: Liquidity risk in sequential trading networks
zbMATH Open document ID: 1390.91148
author: Shachar Kariv
author: Maciej H. Kotowski
author: C. Matthew Leister
published in: Games and Economic Behavior
publication date: 2018-05-29T00:00:00Z
full work available at URL: urn-3:HUL.InstRepos:35165081
Mathematics Subject Classification ID: 91B26
Mathematics Subject Classification ID: 91A90
zbMATH DE Number: 6875648
zbMATH Keywords: experiment
zbMATH Keywords: economic networks
zbMATH Keywords: intermediation
zbMATH Keywords: liquidity
zbMATH Keywords: auctions
zbMATH Keywords: budget constraints
MaRDI profile type: Publication
OpenAlex ID: W3121681647
cites work: Trading networks with price-setting agents
cites work: Optimally constraining a bidder using a simple budget
cites work: Bargaining and network structure: an experiment
cites work: Expected revenue of all-pay auctions and first-price sealed-bid auctions with budget constraints
cites work: Standard Auctions with Financially Constrained Bidders
cites work: Bilateral Trading in Networks
Wikidata QID: Q130130035
DOI: 10.1016/J.GEB.2018.02.004
description: scientific article; zbMATH DE number 6875648