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Core-Periphery Trading Networks
16 references·12 citing·49 second hop
Core-Periphery Trading Networks (2016)Core-Periphery Trading NetworksPrice pressures (2014)Price pressuresInterbank tiering and money center banks (2014)Interbank tiering and money c…High-Frequency Trading and Price Discovery (2014)High-Frequency Trading and Pr…Core–Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform (2014)Core–Periphery Structure in t…‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk (2012)‘Too interconnected to fail’ …The Flash Crash: High-Frequency Trading in an Electronic Market (2011)The Flash Crash: High-Frequen…Strategic Supply Function Competition With Private Information (2011)Strategic Supply Function Com…A Model of Capital and Crises (2011)A Model of Capital and CrisesTime Variation in Liquidity: The Role of Market‐Maker Inventories and Revenues (2010)Time Variation in Liquidity: …Limits of Arbitrage (2010)Limits of ArbitrageMarket Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …Stochastic Integration and Differential Equations (2005)Stochastic Integration and Di…Equilibrium and welfare in markets with financially constrained arbitrageurs (2002)Equilibrium and welfare in ma…Oligopolistic pricing with heterogeneous consumer search (1996)Oligopolistic pricing with he…Perfect Bayesian equilibrium and sequential equilibrium (1991)Perfect Bayesian equilibrium …Coalition-Proof Nash Equilibria I. 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this work references cited by second hop

References

  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 2005Stochastic Integration and Differential Equations4,594 cited
  • 2002Equilibrium and welfare in markets with financially constrained arbitrageurs1,196 cited
  • 2014High-Frequency Trading and Price Discovery1,168 cited
  • 1987Coalition-Proof Nash Equilibria I. Concepts1,039 cited
  • 1991Perfect Bayesian equilibrium and sequential equilibrium647 cited
  • 2014Interbank tiering and money center banks578 cited
  • 2011A Model of Capital and Crises499 cited
  • 2010Limits of Arbitrage486 cited
  • 2010Time Variation in Liquidity: The Role of Market‐Maker Inventories and Revenues373 cited
  • 2011The Flash Crash: High-Frequency Trading in an Electronic Market327 cited
  • 2014Core–Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform320 cited
  • 2012‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk309 cited
  • 2014Price pressures291 cited
  • 2011Strategic Supply Function Competition With Private Information286 cited
  • 1996

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Oligopolistic pricing with heterogeneous consumer search
285 cited

Cited by

  • 2016Pricing and Liquidity in Decentralized Asset Markets133 cited
  • 2021Intermediation in the interbank lending market65 cited
  • 2019Municipal Bond Markets62 cited
  • 2020Market Structure and Transaction Costs of Index CDSs55 cited
  • 2020The formation of a core-periphery structure in heterogeneous financial networks52 cited
  • 2021Inventory Management, Dealers' Connections, and Prices in Over‐the‐Counter Markets39 cited
  • 2019Transparency and dealer networks: Evidence from the initiation of post-trade reporting in the mortgage backed security market38 cited
  • 2023Dealer Capacity and U.S. Treasury Market Functionality38 cited
  • 2023Monetary policy transmission in segmented markets35 cited
  • 2019Information Revelation in Decentralized Markets32 cited
  • 2019A Theory of Participation in OTC and Centralized Markets30 cited
  • 2022Network formation and systemic risk29 cited