Financial innovation and risk: the role of information
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Publication:902183
DOI10.1007/S10436-015-0267-ZzbMATH Open1371.91124OpenAlexW3125703102MaRDI QIDQ902183FDOQ902183
Authors: Roberto Piazza 
Publication date: 7 January 2016
Published in: Annals of Finance (Search for Journal in Brave)
Full work available at URL: http://www.imf.org/external/pubs/cat/longres.aspx?sk=24372
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Cites Work
- Optimal contracts and competitive markets with costly state verification
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
- Information acquisition and under-diversification
- Continuous Auctions and Insider Trading
- Time to Build and Aggregate Fluctuations
- Fear of fire sales, illiquidity seeking, and credit freezes
- Aggregation and Linearity in the Provision of Intertemporal Incentives
- Robustness of equilibrium in the Kyle model of informed speculation
- Stock-based compensation and CEO (Dis)Incentives
Cited In (9)
- Markets for financial innovation
- Informed finance and technological conservatism
- When micro prudence increases macro risk: the destabilizing effects of financial innovation, leverage, and diversification
- The development and spread of financial innovations
- The real costs of financial efficiency when some information is soft
- Title not available (Why is that?)
- Embracing change: financial informatics and risk analytics
- Certain and uncertain utility: a new perspective on financial innovation
- Financial innovation and bank behavior: evidence from credit markets
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