The Social Value of Financial Expertise

S-Tier
Journal: American Economic Review
Year: 2019
Volume: 109
Issue: 2
Pages: 556-90

Score contribution per author:

8.043 = (α=2.01 / 1 authors) × 4.0x S-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

I study expertise acquisition in a model of trading under asymmetric information. I propose and implement a method to measure r, the ratio of the marginal social value to the marginal private value of expertise. This can be decomposed into three sufficient statistics: traders' average profits, the fraction of bad assets among traded assets, and the elasticity of good assets traded with respect to capital inflows. I measure r = 0.16 for the junk bond underwriting market. Since this is less than 1, it implies that marginal investments in expertise destroy surplus.

Technical Details

RePEc Handle
repec:aea:aecrev:v:109:y:2019:i:2:p:556-90
Journal Field
General
Author Count
1
Added to Database
2026-01-25