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DateTitle Authors
2011 Higher order expectations, illiquidity, and short-term tradingCespa, Giovanni / Vives, Xavier
2008 Do prices in the unmediated call auction reflect insider information?: an experimental analysisBrünner, Tobias / Levínský, René
2012 A partially linear approach to modelling the dynamics of spot and futures pricesGaul, Jürgen / Theissen, Erik
2014 Making the market: Trading debt at the Eighteenth-Century Bank of EnglandMurphy, Anne L.
2001 Existence of Linear Equilibria in the Kyle Model with Multiple Informed TradersNöldeke, Georg / Tröger, Thomas
2010 Public and private learning from prices, strategic substitutability and complementarity, and equilibrium multiplicityManzano, Carolina / Vives, Xavier
2011 A large-market rational expectations equilibrium modelVives, Xavier
2002 Estimating the Probability of Informed Trading: Does Trade Misclassification Matter?Grammig, Joachim G. / Theissen, Erik
2009 Determinantes de la tasa interbancaria de préstamos en ArgentinaAnastasi, Alejandra / Elosegui, Pedro / Sangiácomo, Máximo
2009 Optimal clearing arrangements for financial tradesKoeppl, Thorsten / Monnet, Cyril / Temzelides, Ted

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