Adverse selection with heterogeneously informed agents

DOI10.1111/IERE.12458MaRDI QIDQ5140137zbMATH OpenOpenAlexFDO

Authors Seyed Mohammadreza Davoodalhosseini

Publication date 14 December 2020

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10419/197860

zbMATH Keywords

adverse selectioninformed buyersover-the-counter markets

Mathematics Subject Classification ID

Financial markets (91G15)

Recommendations

• Adverse selection and liquidity distortion
• Imperfect information transmission and adverse selection in asset markets
• Adverse selection and costly information acquisition in asset markets
• Market Selection and Asymmetric Information
• Asset markets with heterogeneous information

Cited in

(12)

• Dynamic adverse selection with a patient seller
• Undefeated equilibria of the Shi-Trejos-Wright model under adverse selection
• Adverse selection and costly information acquisition in asset markets
• Adverse selection, efficiency and the structure of information
• Liquidity and private information in asset markets: to signal or not to signal
• Competitive rational expectations equilibria without apology
• Adverse selection and liquidity distortion
• Asset markets with heterogeneous information
• Overconfidence in the markets for lemons
• Adverse selection, segmented markets, and the role of monetary policy
• Adverse selection without single crossing: monotone solutions
• Does competitive pricing cause market breakdown under extreme adverse selection?

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