Mandatory disclosure and financial contagion

DOI10.1016/J.JET.2021.105237zbMATH Open1461.91335OpenAlexW2123440244MaRDI QIDQ2025035FDOQ2025035

Authors: Yanyan Li 

Publication date: 11 May 2021

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: http://www.nber.org/papers/w21328.pdf

Recommendations

• Stress tests and information disclosure
• Mandatory disclosure tone and bank risk-taking: evidence from Europe
• Runs versus lemons: information disclosure and fiscal capacity
• Risk aversion, mandatory disclosure and the concealment of information
• Optimal disclosure policy and undue diligence

zbMATH Keywords

informationdisclosurenetworkscontagionstress tests

Mathematics Subject Classification ID

Signaling and communication in game theory (91A28) Financial networks (including contagion, systemic risk, regulation) (91G45)

Cites Work

• Equivalent Comparisons of Experiments
• Strategic communication networks
• Strategic information transmission networks
• Systemic risk in financial systems
• Sequential Equilibria
• Efficient Use of Information and Social�Value�of�Information
• Strategic Information Revelation
• Perfect Bayesian equilibrium and sequential equilibrium
• Fear of fire sales, illiquidity seeking, and credit freezes
• Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
• Contagion in financial networks
• Adverse selection in competitive search equilibrium
• Trading dynamics in decentralized markets with adverse selection
• Stress tests and information disclosure
• Liquidity hoarding
• Runs versus lemons: information disclosure and fiscal capacity
• Properties of the vacancy statistic in the discrete circle covering problem

Cited In (4)

• Mandatory disclosure tone and bank risk-taking: evidence from Europe
• Runs versus lemons: information disclosure and fiscal capacity
• Mandatory disclosure, investment, and private benefits of control
• Transparency and market discipline: evidence from the Russian interbank market

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