Asset holdings, information aggregation in secondary markets and credit cycles

DOI10.1016/J.JEDC.2022.104361zbMath1489.91245OpenAlexW4220730325MaRDI QIDQ2136978

Henrique S. Basso

Publication date: 16 May 2022

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2022.104361

zbMATH Keywords

information revelationmispricingcredit marketsbank compensationmark-to-market

Mathematics Subject Classification ID

Credit risk (91G40) Financial markets (91G15)

Cites Work

• Internal rationality, imperfect market knowledge and asset prices
• Information aggregation in financial markets with career concerns
• Incentive-Compatible Debt Contracts: The One-Period Problem
• Executive Compensation and Risk Taking*
• Subjective Performance Measures in Optimal Incentive Contracts
• Groupthink: Collective Delusions in Organizations and Markets

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