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A dynamic model of certification and reputation

Schaar, Mihaela van der; Zhang, Simpson - In: Economic theory : official journal of the Society for … 58 (2015) 3, pp. 509-541

Persistent link: https://www.econbiz.de/10011374038

Reputation inflation

Filippas, Apostolos; Horton, John J.; Golden, Joseph M. - In: Marketing science 41 (2022) 4, pp. 305-317

Persistent link: https://www.econbiz.de/10013363990

Informational hold up and intermediaries

Utgoff, Naomi - In: Games 13 (2022) 5, pp. 1-14

Why do some incomplete information markets feature intermediaries while others do not? I study the allocation of two goods in an incomplete information setting with a single principal, multiple agents with unit demand, and interdependent valuations. I construct a novel dynamic mechanism...

Persistent link: https://www.econbiz.de/10014418049

Does option trading convey stock price information?

Hu, Jianfeng - In: Journal of financial economics 111 (2014) 3, pp. 625-645

Persistent link: https://www.econbiz.de/10010375919

Price discovery through options

Malamud, Semyon - 2014

rational expectations equilibrium model with asymmetric information and a full menu of call and put options available for …

Persistent link: https://www.econbiz.de/10010412683

Noisy Arrow-Debreu equilibria

Malamud, Semyon - 2015

I develop a noisy rational expectations equilibrium model with a continuum of states and a full set of options that … have important implications for price discovery through options …

Persistent link: https://www.econbiz.de/10011296088

The determinants of open interest in option markets

Harris, Jeffrey H.; Shafer, Michael T. - In: The financial review : the official publication of the … 57 (2022) 2, pp. 295-318

Persistent link: https://www.econbiz.de/10013189511

Anticipation of takeovers in stock and options markets

Liu, Dehong; Lung, Peter P.; Lallemand, Justin - In: International review of economics & finance : IREF 39 (2015), pp. 19-35

Persistent link: https://www.econbiz.de/10011572399

The impact of short sale restrictions on informed trading in the stock and options markets

Le, Van; Zurbruegg, Ralf - In: International review of economics & finance : IREF 41 (2016), pp. 262-273

Persistent link: https://www.econbiz.de/10011624726

An empirical investigation of large trader market manipulation in derivatives markets

Jarrow, Robert A.; Fung, Scott; Tsai, Shih-Chuan - In: Review of derivatives research 21 (2018) 3, pp. 331-374

Persistent link: https://www.econbiz.de/10012055746

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