Signaling in dynamic markets with adverse selection
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Publication:2682012
DOI10.1016/J.JET.2022.105558zbMATH Open1506.91095OpenAlexW4307568964MaRDI QIDQ2682012FDOQ2682012
Braz Camargo, Bruno Barsanetti
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
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- Adverse Selection and Liquidity Distortion
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- Imperfect information transmission and adverse selection in asset markets
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- Signaling in dynamic markets with adverse selection
Cited In (7)
- Signaling in markets with two-sided adverse selection
- Qualitative Uncertainty in a Market with Bilateral Trading
- Equilibrium in a decentralized market with adverse selection
- Dynamic signaling and market breakdown
- Signaling NBER turning points: a sequential approach
- Signaling in markets with two-sided adverse selection
- Signaling in dynamic markets with adverse selection
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