search-based theory of the on-the-run phenomenon
By: Dimitri Vayanos, Pierre-Olivier Weill.
Contributors: Weill, Pierre-Olivier.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 12670.; Working paper series (National Bureau of Economic Research) -- working paper no. 12670.
Publisher: National Bureau of Economic Research
Published: 2006
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 63
Subjects: Liquidity (Economics) -- Mathematical models
Notes: "November 2006."

Includes bibliographical references (p. 60-63).

Also available in PDF from the NBER world wide web site (www.nber.org).