A Liquidity-based Model of Security Design
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- scientific article; zbMATH DE number 4081235
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Cited in
(41)- Limelight on dark markets: theory and experimental evidence on liquidity and information
- Frictional asset reallocation under adverse selection
- On signalling and screening in markets with asymmetric information
- Security design with interim public information
- Asset bundling and information acquisition of investors with different expertise
- Voluntary disclosure in bilateral transactions
- Private information and the design of securities
- Partially informed noise traders
- Multidimensional skin in the game
- A model of secular migration from centralized to decentralized trade
- Security design without verifiable retention
- Separating equilibrium in quasi-linear signaling games
- Auction and the informed seller problem
- Security design with status concerns
- Markets for financial innovation
- Learning by Holding and Liquidity
- Incentive compatibility and differentiability: new results and classic applications
- Reinsurance or securitization: the case of natural catastrophe risk
- Exit Options in Corporate Finance: Liquidity versus Incentives*
- IPO activity and information in secondary market prices
- Securitization and optimal retention under moral hazard
- Optimal tranching with diverse beliefs
- Security Design, Insider Monitoring, and Financial Market Equilibrium
- Optimality of debt under flexible information acquisition
- Strategic Liquidity Supply and Security Design
- Keeping some skin in the game: how to start a capital market in longevity risk transfers
- Simple contracts with adverse selection and moral hazard
- Two-stage investment, loan guarantees and share buybacks
- Unobservable costly effort in security design
- Two-sided asymmetric information and convertible securities in venture financing
- Asymmetric information in frictional markets for liquidity: collateralized credit vs asset sale
- Securitizing and tranching longevity exposures
- Information cost and securitization
- Dynamic asset-backed security design
- Security design in non-exclusive markets with asymmetric information
- Optimal screening with securities
- Auctioning control and cash-flow rights separately
- The ESG rating game: deviation, disagreement, and greenwashing
- Information, coordination, and market frictions: an introduction
- Liquid bundles
- Should we regulate financial information?
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