Endogenous intermediation in over-the-counter markets

A-Tier
Journal: Journal of Financial Economics
Year: 2017
Volume: 125
Issue: 1
Pages: 200-215

Authors (2)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

Abstract

We provide a theory of trading through intermediaries in over-the-counter markets. The role of intermediaries is to sustain trade. In our model, traders are connected through an informational network. Agents observe their neighbors’ actions and can trade with their counterparty in a given period through a path of intermediaries in the network. Nevertheless, agents can renege on their obligations. We show that trading through an informational network is essential to support trade when agents infrequently meet the same counteparty. However, intermediaries must receive fees to implement trades. Concentrated intermediation, as represented by a star network, is both constrained efficient and stable when agents incur linking costs. The center agent in a star can receive higher fees as well.

Technical Details

RePEc Handle
repec:eee:jfinec:v:125:y:2017:i:1:p:200-215
Journal Field
Finance
Author Count
2
Added to Database
2026-01-24