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Trading Complex Assets

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  • BRUCE IAN CARLIN
  • SHIMON KOGAN
  • RICHARD LOWERY

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Suggested Citation

  • Bruce Ian Carlin & Shimon Kogan & Richard Lowery, 2013. "Trading Complex Assets," Journal of Finance, American Finance Association, vol. 68(5), pages 1937-1960, October.
  • Handle: RePEc:bla:jfinan:v:68:y:2013:i:5:p:1937-1960
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    File URL: http://hdl.handle.net/10.1111/jofi.2013.68.issue-5
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    Cited by:

    1. Vink, Dennis & Nawas, Mike & van Breemen, Vivian, 2021. "Security design and credit rating risk in the CLO market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
    2. Xing Gao & Daniel Ladley, 2022. "Noise trading and market stability," The European Journal of Finance, Taylor & Francis Journals, vol. 28(13-15), pages 1283-1301, October.
    3. Catarina Fernandes & Jorge Farinha & Francisco Vitorino Martins & Cesario Mateus, 2018. "Bank governance and performance: a survey of the literature," Journal of Banking Regulation, Palgrave Macmillan, vol. 19(3), pages 236-256, July.
    4. Stenzel, A. & Wagner, W.B., 2013. "Asset Opacity and Liquidity," Other publications TiSEM 36533529-29b8-4e85-9abd-0, Tilburg University, School of Economics and Management.
    5. Célérier, Claire & Vallée, Boris, 2016. "Catering to investors through product complexity," ESRB Working Paper Series 14, European Systemic Risk Board.
    6. Brice Corgnet & Mark DeSantis & David Porter, 2020. "Information Aggregation and the Cognitive Make-up of Traders," Working Papers 20-18, Chapman University, Economic Science Institute.
    7. Annie Liang, 2019. "Games of Incomplete Information Played By Statisticians," Papers 1910.07018, arXiv.org, revised Jul 2020.
    8. Annie Liang, 2016. "Games of Incomplete Information Played by Statisticians," PIER Working Paper Archive 16-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 01 Jan 2016.
    9. Vokata, Petra, 2021. "Engineering lemons," Journal of Financial Economics, Elsevier, vol. 142(2), pages 737-755.
    10. Muhammad Shaukat Malik & Mustabsar Awais & Aisha Khursheed, 2016. "Impact of Liquidity on Profitability: A Comprehensive Case of Pakistan¡¯s Private Banking Sector," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 8(3), pages 69-74, March.
    11. Corgnet, Brice & DeSantis, Mark & Porter, David, 2021. "Information aggregation and the cognitive make-up of market participants," European Economic Review, Elsevier, vol. 133(C).
    12. André Stenzel & Wolf Wagner, 2022. "Opacity, liquidity and disclosure requirements," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 49(5-6), pages 658-689, May.
    13. Rossen Valkanov & Andra Ghent, 2014. "Complexity in Structured Finance: Financial Wizardry or Smoke and Mirrors," 2014 Meeting Papers 104, Society for Economic Dynamics.
    14. Donnelly, Catherine & Guillén, Montserrat & Nielsen, Jens Perch, 2014. "Bringing cost transparency to the life annuity market," Insurance: Mathematics and Economics, Elsevier, vol. 56(C), pages 14-27.
    15. Nguyen, Phuong-Anh & Kecskés, Ambrus, 2020. "Do technology spillovers affect the corporate information environment?," Journal of Corporate Finance, Elsevier, vol. 62(C).
    16. Flávia Januzzi & Aureliano Bressan & Fernando Moreira, 2020. "Opacity, Risk, Performance and Inflows in Hedge Funds," RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), ANPAD - Associação Nacional de Pós-Graduação e Pesquisa em Administração, vol. 24(1), pages 77-99.
    17. Billio, Monica & Dufour, Alfonso & Segato, Samuele & Varotto, Simone, 2023. "Complexity and the default risk of mortgage-backed securities," Journal of Banking & Finance, Elsevier, vol. 155(C).
    18. Gao, Pengjie & Hu, Allen & Kelly, Peter & Peng, Cameron & Zhu, Ning, 2020. "Exploited by complexity," LSE Research Online Documents on Economics 118867, London School of Economics and Political Science, LSE Library.
    19. Galanis, Spyros, 2018. "Financial complexity and trade," Games and Economic Behavior, Elsevier, vol. 112(C), pages 219-230.
    20. Choo, Lawrence, 2016. "Market competition for decision rights: An experiment based on the “Hat Puzzle Problem”," MPRA Paper 73408, University Library of Munich, Germany.
    21. Craig H. Furfine, 2014. "Complexity and Loan Performance: Evidence from the Securitization of Commercial Mortgages," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 2(2), pages 154-187.

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