Discussion paper DP4785 Local Ownership as Private Information: Evidence on the Monitoring-Liquidity Trade-Off Massimo Massa José-Miguel Gaspar 23 Dec 2004 Financial Economics G23 G30 G32
Discussion paper DP4818 Mutual Funds and the Market for Liquidity Massimo Massa Ludovic Phalippou 23 Dec 2004 Financial Economics G11 G12 G14
Discussion paper DP4718 Asset Pricing with Liquidity Risk Viral Acharya Lasse Heje Pedersen 23 Oct 2004 Financial Economics G00 G10 G12
Discussion paper DP4639 Predatory Trading Markus Brunnermeier Lasse Heje Pedersen 23 Sep 2004 Financial Economics G10 G12 G23 G24
Discussion paper DP4091 Does Anonymity Matter in Electronic Limit Order Markets? Thierry Foucault Sophie Moinas Erik Theissen 23 Oct 2003 Financial Economics G10 G14 G24
Discussion paper DP3900 The Price of Future Liquidity: Time-Varying Liquidity in the US Treasury Market David Goldreich Bernd Hanke Purnendu Nath 25 May 2003 Financial Economics G12 G14
Discussion paper DP3749 Asset Pricing with Liquidity Risk Viral Acharya Lasse Heje Pedersen 23 Feb 2003 Financial Economics D50 G11 G12 G30
Discussion paper DP3795 Portfolio Choice with Illiquid Assets Miklós Koren Adam Szeidl 23 Feb 2003 Transition Economics G11 G12
Discussion paper DP3676 Liquidity Supply and Demand in Limit Order Markets Burton Hollifield Patrik Sandås Robert A. Miller Joshua Slive 20 Dec 2002 Financial Economics C25 C41 G14 G15
Discussion paper DP3556 Human Capital, Growth and Inequality in Transition Economies Michael Spagat 20 Sep 2002 Transition Economics I20 O15 P20
Discussion paper DP3369 Strategic Liquidity Supply and Security Design Bruno Biais Thomas Mariotti 20 May 2002 Financial Economics G32 L14
Discussion paper DP3288 The Microstructure of Stock Markets Bruno Biais Larry Glosten Chester S Spatt 20 Mar 2002 Financial Economics D82 G10 G14 G20