Adverse Selection and Security Design

S-Tier
Journal: Review of Economic Studies
Year: 1996
Volume: 63
Issue: 2
Pages: 287-300

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

This paper studies the problem of optimal security design by a privately informed entrepreneur. In the context of a simple parametric model, it is shown that the entrepreneur does not find it profitable to float an asset that affords her an informational advantage. The reason is that, with rational, uninformed outside investors, the entrepreneur faces adverse selection in the security market, which prevents her from exploiting her position as an insider. This is true whether or not she has market power in trading the asset.

Technical Details

RePEc Handle
repec:oup:restud:v:63:y:1996:i:2:p:287-300.
Journal Field
General
Author Count
1
Added to Database
2026-01-29