Trading dynamics in decentralized markets with adverse selection
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Publication:406419
DOI10.1016/j.jet.2014.07.013zbMath1309.91058OpenAlexW2063125501MaRDI QIDQ406419
Publication date: 8 September 2014
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://economicdynamics.org/meetpapers/2010/paper_488.pdf
Related Items
Comparative impatience under random discounting, Insider trading with penalties, Information about sellers' past behavior in the market for lemons, A dynamic theory of bank lending, firm entry, and investment fluctuations, Market-making with search and information frictions, Signaling in dynamic markets with adverse selection, Government interventions in a dynamic market with adverse selection, Bargaining in small dynamic markets, Liquidity misallocation in an over-the-counter market, Liquidity and private information in asset markets: to signal or not to signal, Frictional asset reallocation under adverse selection, Imperfect information transmission and adverse selection in asset markets, Undefeated equilibria of the Shi-Trejos-Wright model under adverse selection, Mandatory disclosure and financial contagion, Constrained efficiency with adverse selection and directed search
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