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Journal Article
Revised OTC list, effective May 10, 1993
anonymous (1993-06)
Federal Reserve Bulletin , Issue Jun , Pages 614-615

Journal Article
Revised OTC and foreign margin stocks effective November 10, 1997
anonymous (1997-12)
Federal Reserve Bulletin , Issue Dec , Pages 979-980, 988-993

Journal Article
Revised list of over-the-counter stocks and foreign equity securities, effective February 13, 1995
anonymous (1995-03)
Federal Reserve Bulletin , Issue Mar , Pages 268-269

Working Paper
Competing for order flow in OTC markets
Rocheteau, Guillaume; Lester, Benjamin; Weill, Pierre-Olivier (2014-03-13)
The authors develop a model of a two-sided asset market in which trades are intermediated by dealers and are bilateral. Dealers compete to attract order flow by posting the terms at which they execute trades, which can include prices, quantities, and execution times, and investors direct their orders toward dealers that offer the most attractive terms of trade. Equilibrium outcomes have the following properties. First, investors face a trade-off between trading costs and speeds of execution. Second, the asset market is endogenously segmented in the sense that investors with different asset ...
Working Papers , Paper 14-9

Journal Article
Revised OTC stock list, effective October 23, 1987
anonymous (1987-12)
Federal Reserve Bulletin , Issue Dec , Pages 915

Journal Article
Revised list of OTC marginable stocks and foreign margin stocks, effective November 14, 1994
anonymous (1994-12)
Federal Reserve Bulletin , Issue Dec

Journal Article
Statement to Congress, June 21, 2000 (S. 2697, the Commodity Futures Modernization Act of 2000)
Greenspan, Alan (2000-08)
Federal Reserve Bulletin , Issue Aug , Pages 579-581

Journal Article
Revised OTC stock list, effective February 11, 1986
anonymous (1986-03)
Federal Reserve Bulletin , Issue Mar , Pages 193

Conference Paper
The role of regulation in system stability
Gramm, Wendy L. (1993)
Proceedings , Paper 398

Working Paper
Liquidity in asset markets with search frictions
Rocheteau, Guillaume; Lagos, Ricardo (2008)
We develop a search-theoretic model of financial intermediation and use it to study how trading frictions affect the distribution of asset holdings, asset prices, efficiency and standard measures of liquidity. A distinctive feature of our theory is that it allows for unrestricted asset holdings, so market participants can accommodate trading frictions by adjusting their asset positions. We show that these individual responses of asset demands constitute a fundamental feature of illiquid markets: they are a key determinant of bid-ask spreads, trade volume and trading delays?all the dimensions ...
Working Papers (Old Series) , Paper 0804

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