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The Value of Symmetric Information in an Agency Model with Moral Hazard: The Ex Post Contracting Case

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Author Info
Randy Silvers () (Deakin University)
Abstract

In a principal-agent environment with moral hazard, when contracting occurs after the principal receives information about her technology, the principal cannot insure against the possibility that the technology is less informative. From an ex ante perspective, we show that: (i) the principal is worse off by acquiring private information if the agent will know that she is informed; (ii) the value of public information is negative if the principal implements the same action profile; and (iii) although the agent prefers that the principal has private information, there exists a transfer and a contract that make both players better off with complete information.

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File URL: http://www.deakin.edu.au/buslaw/aef/workingpapers/papers/2006_24eco.pdf
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Publisher Info
Paper provided by Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance in its series Economics Series with number 2006_24.

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Length: 30 pages
Date of creation: 27 Dec 2006
Date of revision:
Handle: RePEc:dkn:econwp:eco_2006_24

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Related research
Keywords: Moral Hazard; Principal-Agent; Informed Principal; Information; Technology;

Find related papers by JEL classification:
D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information
D86 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Economics of Contract Law

References listed on IDEAS
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  1. Myerson, Roger B., 1982. "Optimal coordination mechanisms in generalized principal-agent problems," Journal of Mathematical Economics, Elsevier, vol. 10(1), pages 67-81, June. [Downloadable!] (restricted)
  2. Myerson, Roger B, 1983. "Mechanism Design by an Informed Principal," Econometrica, Econometric Society, vol. 51(6), pages 1767-97, November. [Downloadable!] (restricted)
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  3. Shannon, Chris, 1995. "Weak and Strong Monotone Comparative Statics," Economic Theory, Springer, vol. 5(2), pages 209-27, March.
  4. Kim, Son Ku, 1995. "Efficiency of an Information System in an Agency Model," Econometrica, Econometric Society, vol. 63(1), pages 89-102, January. [Downloadable!] (restricted)
  5. Inderst, Roman, 2001. "Incentive schemes as a signaling device," Journal of Economic Behavior & Organization, Elsevier, vol. 44(4), pages 455-465, April. [Downloadable!] (restricted)
  6. Cho, In-Koo & Kreps, David M, 1987. "Signaling Games and Stable Equilibria," The Quarterly Journal of Economics, MIT Press, vol. 102(2), pages 179-221, May. [Downloadable!] (restricted)
  7. Grossman, Sanford J & Hart, Oliver D, 1983. "An Analysis of the Principal-Agent Problem," Econometrica, Econometric Society, vol. 51(1), pages 7-45, January. [Downloadable!] (restricted)
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  8. Diamond, Peter A. & Stiglitz, Joseph E., 1974. "Increases in risk and in risk aversion," Journal of Economic Theory, Elsevier, vol. 8(3), pages 337-360, July. [Downloadable!] (restricted)
  9. Chade, Hector & Silvers, Randy, 2002. "Informed principal, moral hazard, and the value of a more informative technology," Economics Letters, Elsevier, vol. 74(3), pages 291-300, February. [Downloadable!] (restricted)
    Other versions:
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