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Adverse Selection and Liquidity Distortion

Citations

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Cited by:

  1. Hu, Yunzhi, 2022. "A dynamic theory of bank lending, firm entry, and investment fluctuations," Journal of Economic Theory, Elsevier, vol. 204(C).
  2. Madison, Florian, 2019. "Frictional asset reallocation under adverse selection," Journal of Economic Dynamics and Control, Elsevier, vol. 100(C), pages 115-130.
  3. Belal Ehsan Baaquie & Muhammad Mahmudul Karim, 2024. "Corporate bonds: fixed versus stochastic coupons—an empirical study," Journal of Asset Management, Palgrave Macmillan, vol. 25(1), pages 113-128, February.
  4. Alex Edmans & William Mann, 2019. "Financing Through Asset Sales," Management Science, INFORMS, vol. 65(7), pages 3043-3060, July.
  5. Yu Chen & Matthew Doyle & Francisco Gonzalez, 2019. "Bad Jobs," Working Papers 1902, University of Waterloo, Department of Economics, revised Jan 2019.
  6. Auster, Sarah & Gottardi, Piero, 2024. "Sorting versus screening in decentralized markets with adverse selection," Journal of Economic Theory, Elsevier, vol. 220(C).
  7. Ehrenfried, Felix & Holzner, Christian, 2019. "Dynamics and endogeneity of firms’ recruitment behaviour," Labour Economics, Elsevier, vol. 57(C), pages 63-84.
  8. Davoodalhosseini, Seyed Mohammadreza, 2022. "Optimal taxation in asset markets with adverse selection," European Economic Review, Elsevier, vol. 147(C).
  9. Weill, Pierre-Olivier, 2020. "The search theory of OTC markets," CEPR Discussion Papers 14847, C.E.P.R. Discussion Papers.
  10. Zijian Wang, 2019. "Trading Motives in Asset Markets," University of Western Ontario, Departmental Research Report Series 20191, University of Western Ontario, Department of Economics.
  11. Sarah Auster & Piero Gottardi & Ronald Wolthoff, 2022. "Simultaneous Search and Adverse Selection," Working Papers tecipa-734, University of Toronto, Department of Economics.
  12. Ghent, Andra C., 2021. "What’s wrong with Pittsburgh? Delegated investors and liquidity concentration," Journal of Financial Economics, Elsevier, vol. 139(2), pages 337-358.
  13. Seyed Mohammadreza Davoodalhosseini, 2020. "Adverse Selection With Heterogeneously Informed Agents," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(3), pages 1307-1358, August.
  14. Emre Ozdenoren & Kathy Yuan & Shengxing Zhang, 2023. "Dynamic Asset-Backed Security Design," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(6), pages 3282-3314.
  15. William Fuchs & Andrzej Skrzypacz, 2019. "Costs and benefits of dynamic trading in a lemons market," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 105-127, July.
  16. Li, Qi, 2022. "Security design without verifiable retention," Journal of Economic Theory, Elsevier, vol. 200(C).
  17. Wang, Zijian, 2019. "Trading Motives in Asset Markets," MPRA Paper 91401, University Library of Munich, Germany.
  18. Albrecht, James & Cai, Xiaoming & Gautier, Pieter A. & Vroman, Susan, 2024. "Competitive Search with Private Information: Can Price Signal Quality?," IZA Discussion Papers 17246, Institute of Labor Economics (IZA).
  19. Barsanetti, Bruno & Camargo, Braz, 2022. "Signaling in dynamic markets with adverse selection," Journal of Economic Theory, Elsevier, vol. 206(C).
  20. Ebrahimy, Ehsan, 2019. "Fire-sales in frozen markets," ESRB Working Paper Series 100, European Systemic Risk Board.
  21. Wang, Zijian, 2020. "Liquidity and private information in asset markets: To signal or not to signal," Journal of Economic Theory, Elsevier, vol. 190(C).
  22. Mr. Ehsan Ebrahimy, 2019. "Fire Sales in Frozen Markets," IMF Working Papers 2019/092, International Monetary Fund.
  23. Vincent Maurin, 2022. "Liquidity Fluctuations in Over‐the‐Counter Markets," Journal of Finance, American Finance Association, vol. 77(2), pages 1325-1369, April.
  24. Bajaj, Ayushi, 2018. "Undefeated equilibria of the Shi–Trejos–Wright model under adverse selection," Journal of Economic Theory, Elsevier, vol. 176(C), pages 957-986.
  25. Ordoñez, Guillermo & Perez-Reyna, David & Yogo, Motohiro, 2019. "Leverage dynamics and credit quality," Journal of Economic Theory, Elsevier, vol. 183(C), pages 183-212.
  26. Ayça Kaya & Kyungmin Kim, 2018. "Trading Dynamics with Private Buyer Signals in the Market for Lemons," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(4), pages 2318-2352.
  27. Chen, Yu & Doyle, Matthew & Gonzalez, Francisco M., 2024. "Wages as signals of worker mobility," Theoretical Economics, Econometric Society, vol. 19(1), January.
  28. James B. Davies & Samantha L. Black, 2020. "Distributional Effects of Flooding, with an Application to a Major Urban Area," University of Western Ontario, Departmental Research Report Series 20201, University of Western Ontario, Department of Economics.
  29. Shen, Ji & Wei, Bin & Yan, Hongjun, 2016. "Financial Intermediation Chains in an OTC Market," MPRA Paper 74925, University Library of Munich, Germany.
  30. Yuteng Cheng & Roberto Robatto, 2024. "Financial Intermediation and Fire Sales with Liquidity Risk Pricing," Staff Working Papers 24-18, Bank of Canada.
  31. Ji Shen & Bin Wei & Hongjun Yan, 2021. "Financial Intermediation Chains in an Over-the-Counter Market," Management Science, INFORMS, vol. 67(7), pages 4623-4642, July.
  32. Davoodalhosseini, Seyed Mohammadreza, 2019. "Constrained efficiency with adverse selection and directed search," Journal of Economic Theory, Elsevier, vol. 183(C), pages 568-593.
  33. Wan, Xiaoyuan, 2020. "The impact of short-selling and margin-buying on liquidity: Evidence from the Chinese stock market," Journal of Empirical Finance, Elsevier, vol. 55(C), pages 104-118.
  34. James Albrecht & Xiaoming Cai & Pieter Gautier & Susan Vroman, 2024. "Competitive search with private information: Can price signal quality?," Tinbergen Institute Discussion Papers 24-054/VI, Tinbergen Institute.
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