Financial innovation and risk: the role of information

DOI10.1007/s10436-015-0267-zzbMath1371.91124OpenAlexW3125703102MaRDI QIDQ902183

Roberto Piazza

Publication date: 7 January 2016

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: http://www.imf.org/external/pubs/cat/longres.aspx?sk=24372

zbMATH Keywords

financial innovationgreat moderationinformation collectionliquidation crisis

Mathematics Subject Classification ID

Economics of information (91B44) Actuarial science and mathematical finance (91G99)

Cites Work

• Robustness of equilibrium in the Kyle model of informed speculation
• Optimal contracts and competitive markets with costly state verification
• Fear of Fire Sales, Illiquidity Seeking, and Credit Freezes *
• Information Acquisition and Under-Diversification
• Continuous Auctions and Insider Trading
• Aggregation and Linearity in the Provision of Intertemporal Incentives
• Time to Build and Aggregate Fluctuations
• Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
• Stock-Based Compensation and CEO (Dis)Incentives

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