Trading dynamics in decentralized markets with adverse selection
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Publication:406419
DOI10.1016/J.JET.2014.07.013zbMATH Open1309.91058OpenAlexW2063125501MaRDI QIDQ406419FDOQ406419
Publication date: 8 September 2014
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://economicdynamics.org/meetpapers/2010/paper_488.pdf
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- The dynamics of efficient asset trading with heterogeneous beliefs
- An empirical equilibrium model of a decentralized asset market
- Heterogeneity in decentralized asset markets
- TRADER DYNAMICS IN A MODEL MARKET
- Optimal trading in order based markets with semi-rational noise traders. Decay and reinforcement of irrational behaviour
Cites Work
- Liquidity in Asset Markets With Search Frictions
- Over-the-Counter Markets
- Continuous Auctions and Insider Trading
- Information, Liquidity, Asset Prices, and Monetary Policy
- Portfolio choice and pricing in illiquid markets
- Strict monotonicity in comparative statics
- Waiting for news in the market for lemons
- Education Signalling with Preemptive Offers
- Subjective random discounting and intertemporal choice
- Bargaining with common values
- Equilibrium in a decentralized market with adverse selection
- Matching markets with adverse selection
- Outside and Inside Liquidity
- Bargaining with Interdependent Values
- Public vs. Private Offers in the Market for Lemons
- Dynamic markets for lemons: Performance, liquidity, and policy intervention
- The role of commitment in bilateral trade
- Sequential Bargaining with Correlated Values
- Efficient Sorting in a Dynamic Adverse-Selection Model
- Government interventions in a dynamic market with adverse selection
Cited In (18)
- Asymmetric information in frictional markets for liquidity: collateralized credit vs asset sale
- Liquidity and private information in asset markets: to signal or not to signal
- A dynamic theory of bank lending, firm entry, and investment fluctuations
- Government interventions in a dynamic market with adverse selection
- Information about sellers' past behavior in the market for lemons
- Mandatory disclosure and financial contagion
- Undefeated equilibria of the Shi-Trejos-Wright model under adverse selection
- Comparative impatience under random discounting
- Frictional asset reallocation under adverse selection
- Concurrent trading in two experimental markets with demand interdependence
- Decentralized Trading, Strategic Behaviour and the Walrasian Outcome
- Signaling in dynamic markets with adverse selection
- Bargaining in small dynamic markets
- Imperfect information transmission and adverse selection in asset markets
- Liquidity misallocation in an over-the-counter market
- Market-making with search and information frictions
- Constrained efficiency with adverse selection and directed search
- Insider trading with penalties
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