Browsing Economics and Finance by Author "Zachariadis, KE"
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The asymptotics of price and strategy in the buyer’s bid double auction
Williams, SR; Zachariadis, KE (2023-01-01)In a model with correlated and interdependent values/costs, we identify for the buyer’s bid double auction the asymptotic distributions of the price and of two order statistics in the first order conditions for optimal ... -
Multi-asset Noisy Rational Expectations Equilibrium with Contingent Claims
Chabakauri, G; Yuan, K; Zachariadis, KE (2022) -
Price discovery using a double auction
Satterthwaite, MA; Williams, SR; Zachariadis, KE (2022) -
The Wall Street stampede: Exit as governance with interacting blockholders
Cvijanović, D; Dasgupta, A; Zachariadis, KE (2022-05-01)The growth of the asset management industry has made it commonplace for firms to have multiple institutional blockholders. In such firms, the strength of governance via exit depends on how blockholders react to each other's ...