Title:

Episodic Liquidity Crises: Cooperative and Predatory Trading

Authors:

Bruce Carlin (UCLA)
Miguel Sousa Lobo (Duke U)
S. Viswanathan (Duke U)

Journal:

Journal of Finance

Year:

2007

Volume:

62

Pages:

2235-2274

JEL codes:

G11 - Portfolio Choice; Investment Decisions
G12 - Asset Pricing; Trading volume; Bond Interest Rates