Information and Liquidity

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2011
Volume: 43
Issue: s2
Pages: 355-377

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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

Abstract

We study how recognizability affects assets’ acceptability, or liquidity. Some assets, like U.S. currency, are readily accepted because sellers can easily recognize their value, unlike stock certificates, bonds or foreign currency, say. This idea is common in monetary economics, but previous models deliver equilibria where less recognizable assets are always accepted with positive probability, never probability 0. This is inconvenient when prices are determined through bargaining, which is difficult with private information. We construct models where agents reject outright assets that they cannot recognize, at least for some parameters. Thus, information frictions generate liquidity differences without overly complicating the analysis.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:43:y:2011:i:s2:p:355-377
Journal Field
Macro
Author Count
3
Added to Database
2026-01-25