Liquid bundles

DOI10.1016/J.JET.2014.09.002MaRDI QIDQ896970zbMATHOpenAlexFDO

Authors E. Farhi, Jean Tirole

Publication date 15 December 2015

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

Full work available at URL http://publications.ut-capitole.fr/16519/1/liquid_bundles160414.pdf

zbMATH Keywords

information acquisitionliquiditytranchingsecurity design

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Economics of information (91B44)

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Cites work

• A Liquidity-based Model of Security Design
• A Walrasian Theory of Money and Barter
• A more general theory of commodity bundling
• Bargaining with endogenous information
• Competitive non-linear pricing and bundling
• Information, liquidity, asset prices, and monetary policy
• Learning by Holding and Liquidity
• Strategic Liquidity Supply and Security Design

Cited in

(9)

• A model of secular migration from centralized to decentralized trade
• Models for bundle trading in financial markets
• scientific article; zbMATH DE number 4188504 (Why is no real title available?)
• Security design without verifiable retention
• Security design with interim public information
• Information, coordination, and market frictions: an introduction
• Undefeated equilibria of the Shi-Trejos-Wright model under adverse selection
• Bundlers' dilemmas in financial markets with sampling investors
• Asset bundling and information acquisition of investors with different expertise

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