Essays on asset pricing in over-the-counter markets
The dissertation, which consists of three chapters, is devoted to exploring theoretical asset pricing in over-the-counter markets. In Chapter 1, I study an economy where investors can trade a long-lived asset in both exchange and OTC market. Exchange means high immediacy and high cost while OTC mark...
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London School of Economics and Political Science (University of London)
2015
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.684681 |