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Efficiency and information transmission in bilateral trading
Shimer, Robert; Werning, Iván - 2015
Persistent link: https://www.econbiz.de/10011347358
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Efficiency and Information Transmission in Bilateral Trading
Shimer, Robert - 2015
trader can walk away from a proposed trade when he learns the trading price. We show that when one trader's information is …
Persistent link: https://www.econbiz.de/10012457173
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Dark Markets : Asset Pricing and Information Transmission in Over-the-Counter Markets
Duffie, Darrell - 2012
Biographical note: DuffieDarrell: Darrell Duffie is the Dean Witter Distinguished Professor of Finance at Stanford University's Graduate School of Business. His books include "How Big Banks Fail and What to Do about It" and "Dynamic Asset Pricing Theory" (both Princeton).
Persistent link: https://www.econbiz.de/10014482633
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Information transmission in persuasion models with imperfect verification
Silva, Francisco - In: Theoretical economics : TE ; an open access journal in … 19 (2024) 3, pp. 1001-1026
I study a persuasion game between a privately informed agent and a decision maker (DM) who can imperfectly verify the statements made by the agent by observing a signal that is correlated with the agent's information. I find that whether or not the DM benefits from communicating with the agent...
Persistent link: https://www.econbiz.de/10014635265
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Price transparency in OTC equity lending markets : evidence from a loan fee benchmark
Chague, Fernando; De-Losso, Rodrigo; Genaro, Alan de; … - In: Journal of financial economics 143 (2022) 1, pp. 569-592
Persistent link: https://www.econbiz.de/10013350679
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Information percolation in segmented markets
Duffie, Darrell; Malamud, Semyon; Manso, Gustavo - In: Journal of economic theory 158 (2015), pp. 838-869
Persistent link: https://www.econbiz.de/10011549007
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Information percolation in segmented markets
Duffie, Darrell; Malamud, Semyon; Manso, Gustavo - In: Journal of economic theory 153 (2014), pp. 1-32
Persistent link: https://www.econbiz.de/10010479522
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Dark Markets : Asset Pricing and Information Transmission in Over-the-Counter Markets
Duffie, Darrell - 2011
-the-Counter Markets -- 1.1 Bilateral Negotiation of Terms -- 1.2 OTC Transparency -- 1.3 Why Trade Over the Counter? -- 1.4 Managing OTC … Credit Risk -- 1.5 Price Behavior with Search Frictions -- 2 The Case of Federal Funds Lending -- 2.1 The Federal Funds … Literature -- 4 A Simple OTC Pricing Model -- 4.1 Basic Risk-Neutral OTC Pricing Model -- 4.2 Bargaining over the Price -- 4 …
Persistent link: https://www.econbiz.de/10012689460
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Cross-market informed trading in the CDS and option markets
Hu, May; Park, Jason; Chen, Jane; Verhoevenc, Peter - In: Global finance journal 54 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013470116
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Communication complexity and stability of equilibria in economies and games
Jordan, J. S. - In: Review of economic design : RED 13 (2009) 1/2, pp. 115-135
Persistent link: https://www.econbiz.de/10003840493