A Liquidity-based Model of Security Design
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Publication:4799862
DOI10.1111/1468-0262.00004zbMATH Open1049.91511OpenAlexW2129881428MaRDI QIDQ4799862FDOQ4799862
Darrell Duffie, Peter M. DeMarzo
Publication date: 1999
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1468-0262.00004
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Cited In (30)
- Asymmetric information in frictional markets for liquidity: collateralized credit vs asset sale
- Markets for financial innovation
- Incentive compatibility and differentiability: new results and classic applications
- Learning by Holding and Liquidity
- On signalling and screening in markets with asymmetric information
- Unobservable costly effort in security design
- Exit Options in Corporate Finance: Liquidity versus Incentives*
- Security design with interim public information
- Voluntary disclosure in bilateral transactions
- Asset bundling and information acquisition of investors with different expertise
- Security design without verifiable retention
- Partially informed noise traders
- Limelight on dark markets: theory and experimental evidence on liquidity and information
- Separating equilibrium in quasi-linear signaling games
- Security Design, Insider Monitoring, and Financial Market Equilibrium
- Frictional asset reallocation under adverse selection
- IPO activity and information in secondary market prices
- Liquid bundles
- Should we regulate financial information?
- Strategic Liquidity Supply and Security Design
- Securitization and optimal retention under moral hazard
- Two-stage investment, loan guarantees and share buybacks
- A model of secular migration from centralized to decentralized trade
- Reinsurance or securitization: the case of natural catastrophe risk
- Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers
- Securitizing and tranching longevity exposures
- Auction and the informed seller problem
- Simple contracts with adverse selection and moral hazard
- Information, coordination, and market frictions: an introduction
- Two-sided asymmetric information and convertible securities in venture financing
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