Signaling in dynamic markets with adverse selection
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Publication:2682012
DOI10.1016/J.JET.2022.105558zbMATH Open1506.91095OpenAlexW4307568964MaRDI QIDQ2682012FDOQ2682012
Authors: Bruno Barsanetti, Braz Camargo 
Publication date: 31 January 2023
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2022.105558
Recommendations
Auctions, bargaining, bidding and selling, and other market models (91B26) Signaling and communication in game theory (91A28) Trade models (91B60)
Cites Work
- Signaling Games and Stable Equilibria
- Trading dynamics with adverse selection and search: market freeze, intervention and recovery
- On a theorem of Schmeidler
- Adverse selection in competitive search equilibrium
- Belief-based refinements in signalling games
- Waiting for news in the market for lemons
- Equilibrium Selection in Signaling Games
- Bargaining with common values
- Equilibrium in a decentralized market with adverse selection
- Dynamic trading with developing adverse selection
- Matching markets with adverse selection
- Equilibria and Pareto optimal of markets with adverse selection
- Bargaining with Interdependent Values
- Public vs. Private Offers in the Market for Lemons
- Prices as Signals of Product Quality
- Trading dynamics in decentralized markets with adverse selection
- Dynamic markets for lemons: performance, liquidity, and policy intervention
- The role of commitment in bilateral trade
- Sequential Bargaining with Correlated Values
- Government interventions in a dynamic market with adverse selection
- Mechanism Design by Competing Sellers
- A Walrasian Theory of Markets with Adverse Selection
- Information about sellers' past behavior in the market for lemons
- Adverse selection and liquidity distortion
- Market screening with limited records
- Imperfect information transmission and adverse selection in asset markets
- Trading dynamics with private buyer signals in the market for lemons
- Signaling in dynamic markets with adverse selection
Cited In (22)
- Pricing and signaling with frictions
- Dynamic quality signaling with hidden actions
- Commitment and costly signaling in decentralized markets
- On signalling and screening in markets with asymmetric information
- Search, adverse selection, and market clearing
- Pricing, signalling, and sorting with frictions
- Signaling in markets with two-sided adverse selection
- Qualitative Uncertainty in a Market with Bilateral Trading
- Equilibrium in a decentralized market with adverse selection
- Sorting versus screening in decentralized markets with adverse selection
- Dynamic trading with developing adverse selection
- Dynamic signaling and market breakdown
- Informationally robust trade and limits to contagion
- Waiting for news in the market for lemons
- Price signaling and the strategic benefits of price rigidities
- Signaling NBER turning points: a sequential approach
- Signaling in markets with two-sided adverse selection
- Signaling in dynamic markets with adverse selection
- Trading dynamics with private buyer signals in the market for lemons
- Adverse selection in dynamic matching markets
- Market screening with limited records
- Meet the lemons: an experiment on how cheap-talk overcomes adverse selection in decentralized markets
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