Search in Asset Markets: Market Structure, Liquidity, and Welfare

By Ricardo Lagos, Guillaume Rocheteau. 2007

120 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/92f880a5ba44532b79a70e0c2c9ae574f5bd0548

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Randall Wright
2. Ricardo Lagos
3. Guillaume Rocheteau
4. Zhiguo He
5. Konstantin W. Milbradt
6. Yu Zhu
7. Chao He
8. Philipp Kircher

In Finance

1. Konstantin W. Milbradt
2. Zhiguo He
3. Guillaume Rocheteau
4. Randall Wright
5. Ricardo Lagos
6. Arvind Krishnamurthy
7. S. D. Tella
8. Björn Imbierowicz

In Management Science and Operations Research

1. Guillaume Rocheteau
2. Randall Wright
3. Ricardo Lagos
4. Zhiguo He

Citations in the corpus

• Trading Partners in the Interbank Lending Market (2013, unknown): “7 Their work has been generalized by Lagos and Rocheteau (2007, 2009), Vayanos and Wang (2007), Duffie, Gârleanu, and Pedersen (2007), Weill (2008) and Afonso (2011), among others. See also Duffie (2012) for an excellent overview of OTC markets.”
• Liquidity: A New Monetarist Perspective (2017, background): “Lagos and Rocheteau (2007,2008b) 63Branzoli (2013) estimates a variant of this model using data from the municipal bond market.”
• Endogenous Liquidity and Defaultable Bonds (2012, background): “Our paper also makes a contribution to the search based asset-pricing literature, as represented by Duffie, Garlenau, and Pedersen (2005, 2007); Weill (2007); Lagos and Rocheteau (2007, 2009); Biais and Weill (2009).”
• The Same Bond at Different Prices: Identifying Search Frictions and Selling Pressures (2012, unknown): “To solve the model, I adopt the analytical methods developed in Lagos and Rocheteau (2009),Lagos and Rocheteau (2007), andLagos, Rocheteau, and Weill (2009).”