IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login

Citations for "Optimal Design of Securities under Asymmetric Information"

by Nachman, David C & Noe, Thomas H

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window

  1. Miguel Faria-e-Castro & Joseba Martinez & Thomas Philippon, 2015. "Runs versus Lemons: Information Disclosure and Fiscal Capacity," NBER Working Papers 21201, National Bureau of Economic Research, Inc.
  2. Farhi, Emmanuel & Tirole, Jean, 2012. "Liquid Bundles," IDEI Working Papers 736, Institut d'Économie Industrielle (IDEI), Toulouse, revised Oct 2013.
  3. Anton Miglo, 2008. "Project financing versus corporate financing under asymmetric information," Working Papers 0812, University of Guelph, Department of Economics and Finance.
  4. Inderst, Roman & Vladimirov, Vladimir, 2012. "Preserving "Debt Capacity" or "Equity Capacity": A Dynamic Theory of Security Design under Asymmetric Information," MPRA Paper 53840, University Library of Munich, Germany.
  5. E. Agliardi & R. Agliardi & W. Spanjers, 2014. "Cash holdings and financing decisions under ambiguity," Working Papers wp979, Dipartimento Scienze Economiche, Universita' di Bologna.
  6. Philipp König & David Pothier, 2014. "Asymmetric Information and Roll-over Risk," Discussion Papers of DIW Berlin 1364, DIW Berlin, German Institute for Economic Research.
  7. Hartman-Glaser, Barney & Piskorski, Tomasz & Tchistyi, Alexei, 2012. "Optimal securitization with moral hazard," Journal of Financial Economics, Elsevier, vol. 104(1), pages 186-202.
  8. Goswami, Gautam & Shrikhande, Milind M., 1998. "Interest rate swaps and economic exposure," Global Finance Journal, Elsevier, vol. 9(1), pages 51-70.
  9. Tucker, Jon & Stoja, Evarist, 2011. "Industry membership and capital structure dynamics in the UK," International Review of Financial Analysis, Elsevier, vol. 20(4), pages 207-214, August.
  10. Koziol, Christian & Lawrenz, Jochen, 2010. "Optimal design of rating-trigger step-up bonds: Agency conflicts versus asymmetric information," Journal of Corporate Finance, Elsevier, vol. 16(2), pages 182-204, April.
  11. Biais, Bruno & Mariotti, Thomas, 2003. "Strategic Liquidity Supply and Security Design," IDEI Working Papers 160, Institut d'Économie Industrielle (IDEI), Toulouse, revised Mar 2004.
  12. Vasiliki Skreta & Thomas Philippon, 2010. "Optimal Interventions in Markets with Adverse Selection," 2010 Meeting Papers 1333, Society for Economic Dynamics.
  13. Axelson, Ulf, 2005. "Security Design with Investor Private Information," SIFR Research Report Series 37, Institute for Financial Research.
  14. Acharya, Viral V & Bisin, Alberto, 2003. "Optimal Financial Market Integration and Security Design," CEPR Discussion Papers 3852, C.E.P.R. Discussion Papers.
  15. Andrikopoulos, Andreas, 2015. "Truth and financial economics: A review and assessment," International Review of Financial Analysis, Elsevier, vol. 39(C), pages 186-195.
  16. Florian Scheuer, 2012. "Adverse Selection In Credit Markets and Regressive Profit Taxation," NBER Working Papers 18406, National Bureau of Economic Research, Inc.
  17. Chemla, Gilles & Hennessy, Christopher A., 2011. "Security Design: Signaling Versus Speculative Markets," Economics Papers from University Paris Dauphine 123456789/6311, Paris Dauphine University.
  18. Miglo, Anton, 2014. "Choice of financing mode as a stochastic bounded control problem," MPRA Paper 56323, University Library of Munich, Germany.
  19. Inderst, Roman & Mueller, Holger M, 2005. "Informed Lending and Security Design," CEPR Discussion Papers 5185, C.E.P.R. Discussion Papers.
  20. Peter M. DeMarzo & Ilan Kremer & Andrzej Skrzypacz, 2004. "Bidding With Securities: Auctions and Security Design," NBER Working Papers 10891, National Bureau of Economic Research, Inc.
  21. Vauhkonen, Jukka, 2003. "Are adverse selection models of debt robust to changes in market structure?," Research Discussion Papers 28/2003, Bank of Finland.
  22. Su, Dongwei, 2004. "Leverage, insider ownership, and the underpricing of IPOs in China," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(1), pages 37-54, February.
  23. Gautam Goswami & Milind M. Shrikhande, 1997. "Interest rate swaps and economic exposure," FRB Atlanta Working Paper 97-6, Federal Reserve Bank of Atlanta.
  24. Allen N. Berger & Gregory F. Udell, 2001. "Small business credit availability and relationship lending: the importance of bank organizational structure," Finance and Economics Discussion Series 2001-36, Board of Governors of the Federal Reserve System (U.S.).
  25. Axelson, Ulf & Strömberg, Per & Weisbach, Michael S., 2007. "Why are Buyouts Levered? The Financial Structure of Private Equity Funds," SIFR Research Report Series 49, Institute for Financial Research.
  26. Koskinen, Yrjo & Rebello, Michael J. & Wang, Jun, 2006. "Private Information and Bargaining Power in Venture Capital Financing," SIFR Research Report Series 45, Institute for Financial Research, revised 08 Feb 2011.
  27. Miglo, Anton & Zenkevich, Nikolay, 2005. "Non-hierarchical signalling: two-stage financing game," MPRA Paper 1264, University Library of Munich, Germany, revised 2006.
  28. Vladimirov, Vladimir, 2015. "Financing bidders in takeover contests," Journal of Financial Economics, Elsevier, vol. 117(3), pages 534-557.
  29. Gersbach, Hans & Uhlig, Harald, 2006. "Debt contracts and collapse as competition phenomena," Journal of Financial Intermediation, Elsevier, vol. 15(4), pages 556-574, October.
  30. David J. Brophy & Wassim Mourtada, 1999. "Equity finance and the economic transition of rural America : a new framework for private-sector initiatives and positive economic public policy," Proceedings – Rural and Agricultural Conferences, Federal Reserve Bank of Kansas City, issue Aug, pages 107-164.
  31. Inderst, Roman & Mueller, Holger M, 2005. "Keeping the Board in the Dark: CEO Compensation and Entrenchment," CEPR Discussion Papers 5315, C.E.P.R. Discussion Papers.
  32. Skrzypacz, Andrzej, 2013. "Auctions with contingent payments — An overview," International Journal of Industrial Organization, Elsevier, vol. 31(5), pages 666-675.
  33. Qi Quan & Nancy Huyghebaert, 2005. "Share Issuing Privatizations in China: Determinants of Public Share Allocation and Underpricing," LICOS Discussion Papers 16205, LICOS - Centre for Institutions and Economic Performance, KU Leuven.
  34. Jimmy Melo, 2014. "Expectativas cambiarias, selección adversa y liquidez," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, vol. 0(1), pages 27-62, May.
  35. Miglo, Anton, 2006. "Debt-equity choice as a signal of profit profile over time," MPRA Paper 1283, University Library of Munich, Germany.
  36. Kobayashi, Mami & Osano, Hiroshi, 2011. "The new main bank system," Journal of the Japanese and International Economies, Elsevier, vol. 25(3), pages 336-354, September.
  37. Michail Anthropelos & Constantinos Kardaras, 2014. "Equilibrium in risk-sharing games," Papers 1412.4208, arXiv.org, revised Aug 2015.
  38. Axelson, Ulf & Strömberg, Per Johan & Weisbach, Michael, 2007. "Why are Buyouts Leveraged? The Financial Structure of Private Equity Firms," CEPR Discussion Papers 6133, C.E.P.R. Discussion Papers.
  39. Thomas H. Noe & Stephen D. Smith, 1997. "The buck stops where? The role of limited liability in economics," Economic Review, Federal Reserve Bank of Atlanta, issue Q 1, pages 46-56.
  40. Inderst, Roman & Mueller, Holger M, 2003. "Credit Risk Analysis and Security Design," CEPR Discussion Papers 3686, C.E.P.R. Discussion Papers.
  41. N. Berger, Allen & F. Udell, Gregory, 1998. "The economics of small business finance: The roles of private equity and debt markets in the financial growth cycle," Journal of Banking & Finance, Elsevier, vol. 22(6-8), pages 613-673, August.
  42. Fulghieri, Paolo & Lukin, Dmitry, 2001. "Information production, dilution costs, and optimal security design," Journal of Financial Economics, Elsevier, vol. 61(1), pages 3-42, July.
  43. Tomasz Piskorski & Alexei Tchistyi & Barney Hartman-Glaser, 2009. "Optimal Securitization with Moral Hazard," 2009 Meeting Papers 1256, Society for Economic Dynamics.
  44. Chemla, Gilles & Hennessy, Christopher A., 2011. "Privately Optimal Securitization and Publicly Suboptimal Risk Sharing," Economics Papers from University Paris Dauphine 123456789/5521, Paris Dauphine University.
  45. Kobayashi, Mami & Osano, Hiroshi, 2012. "Nonrecourse financing and securitization," Journal of Financial Intermediation, Elsevier, vol. 21(4), pages 659-693.
  46. Koskinen, Yrjö & Rebello, Michael & Wang, Jun, 2006. "Venture Capital Financing: The Role of Bargaining Power and the Evolution of Informational Asymmetry," CEPR Discussion Papers 5806, C.E.P.R. Discussion Papers.
  47. Burkart, Mike & Lee, Samuel, 2010. "Signaling in Tender Offer Games," CEPR Discussion Papers 7938, C.E.P.R. Discussion Papers.
  48. Chemmanur, Thomas J. & Nandy, Debarshi & Yan, An & Jiao, Jie, 2014. "A theory of mandatory convertibles," Journal of Banking & Finance, Elsevier, vol. 42(C), pages 352-370.
  49. Anton Miglo, 2006. "Optimal compensation contracts under asymmetric information concerning expected earnings," Working Papers 0613, University of Guelph, Department of Economics and Finance.
  50. Bengt Holmstrom, 2015. "Understanding the role of debt in the financial system," BIS Working Papers 479, Bank for International Settlements.
  51. Chemla, Gilles & Hennessy, Christopher, 2011. "Security Design: Signaling versus Speculative Markets," CEPR Discussion Papers 8336, C.E.P.R. Discussion Papers.
  52. Anton Miglo, 2006. "Debt-equity choice as a signal of earnings profile over time," Working Papers 0607, University of Guelph, Department of Economics and Finance.
  53. Langberg, Nisan, 2008. "Optimal financing for growth firms," Journal of Financial Intermediation, Elsevier, vol. 17(3), pages 379-406, July.
  54. Daniel M. Covitz & Paul Harrison, 2000. "The timing of debt issuance and rating migration: theory and evidence," Finance and Economics Discussion Series 2000-10, Board of Governors of the Federal Reserve System (U.S.).
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.