Frictional asset reallocation under adverse selection

DOI10.1016/j.jedc.2018.09.008zbMath1411.91646OpenAlexW2791251409WikidataQ128652457 ScholiaQ128652457MaRDI QIDQ1734537

Florian Madison

Publication date: 27 March 2019

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://www.econ.uzh.ch/static/wp/econwp261.pdf

zbMATH Keywords

signalingasymmetric informationmoneyassetssearch and matchingover-the-counter

Mathematics Subject Classification ID

Cooperative games (91A12) Macroeconomic theory (monetary models, models of taxation) (91B64) General equilibrium theory (91B50) Actuarial science and mathematical finance (91G99)

Related Items (2)

Endogenous liquidity and volatility ⋮ Liquidity and private information in asset markets: to signal or not to signal

Cites Work

• Trading dynamics in decentralized markets with adverse selection
• A tractable model of indirect asset liquidity
• Government interventions in a dynamic market with adverse selection
• Money is memory
• Belief-based refinements in signalling games
• DEGREASING THE WHEELS OF FINANCE
• Outside and Inside Liquidity
• Signaling Games and Stable Equilibria
• Learning by Holding and Liquidity
• Liquidity in Asset Markets With Search Frictions
• Trading Dynamics with Adverse Selection and Search: Market Freeze, Intervention and Recovery
• Adverse Selection and Liquidity Distortion
• A Liquidity-based Model of Security Design
• Over-the-Counter Markets

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