[BOOK][B] How Behavior Spreads: The Science of Complex Contagions
D Centola - 2018 - books.google.com
How Behavior Spreads: Page 1 International Journal of Applied Behavioral Economics
Volume 10 • Issue 1 • January-March 2021 Copyright©2021,IGIGlobal.CopyingordistributinginprintorelectronicformswithoutwrittenpermissionofIGIGlobalisprohibited …
Volume 10 • Issue 1 • January-March 2021 Copyright©2021,IGIGlobal.CopyingordistributinginprintorelectronicformswithoutwrittenpermissionofIGIGlobalisprohibited …
Over‐the‐counter markets
We study how intermediation and asset prices in over‐the‐counter markets are affected by
illiquidity associated with search and bargaining. We compute explicitly the prices at which …
illiquidity associated with search and bargaining. We compute explicitly the prices at which …
Presidential address: friction
HR Stoll - The Journal of Finance, 2000 - Wiley Online Library
The sources of trading friction are studied, and simple, robust empirical measures of friction
are provided. Seven distinct measures of trading friction are computed from transactions …
are provided. Seven distinct measures of trading friction are computed from transactions …
Evaporating liquidity
S Nagel - The Review of Financial Studies, 2012 - academic.oup.com
The returns of short-term reversal strategies in equity markets can be interpreted as a proxy
for the returns from liquidity provision. Using this approach, this article shows that the return …
for the returns from liquidity provision. Using this approach, this article shows that the return …
When the underwriter is the market maker: An examination of trading in the IPO aftermarket
This paper examines aftermarket trading of underwriters and unaffiliated market makers in
the three‐month period after an IPO. We find that the lead underwriter is always the …
the three‐month period after an IPO. We find that the lead underwriter is always the …
Market microstructure: A survey of microfoundations, empirical results, and policy implications
We survey the literature analyzing the price formation and trading process, and the
consequences of market organization for price discovery and welfare. We offer a synthesis …
consequences of market organization for price discovery and welfare. We offer a synthesis …
The accuracy of trade classification rules: Evidence from Nasdaq
Researchers are increasingly using data from the Nasdaq market to examine pricing
behavior, market design, and other microstructure phenomena. The validity of any study that …
behavior, market design, and other microstructure phenomena. The validity of any study that …
Liquidity in asset markets with search frictions
We develop a search‐theoretic model of financial intermediation in an over‐the‐counter
market and study how trading frictions affect the distribution of asset holdings and standard …
market and study how trading frictions affect the distribution of asset holdings and standard …
A simple approximation of intraday spreads using daily data
This study examines the relation between the bid-ask spread from the daily CRSP data and
the bid-ask spread from the intraday TAQ data. We show that the CRSP-based spread is …
the bid-ask spread from the intraday TAQ data. We show that the CRSP-based spread is …
Liquidity: Urban versus rural firms
Our paper examines the impact of geographic location on liquidity for US rural-and urban-
based companies. Even after adjusting for size and other factors, rural firms trade much less …
based companies. Even after adjusting for size and other factors, rural firms trade much less …