Cheap Talk, Fraud, and Adverse Selection in Financial Markets: Some Experimental Evidence.

A-Tier
Journal: The Review of Financial Studies
Year: 1999
Volume: 12
Issue: 3
Pages: 481-518

Authors (3)

Forsythe, Robert (Wayne State University) Lundholm, Russell (not in RePEc) Rietz, Thomas (not in RePEc)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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

Abstract

We examine communication in laboratory games with asymmetric information. Sellers know true asset qualities. Potential buyers only know the quality distribution. Prohibiting communication, we document the degree of adverse selection. Then we examine two alternative communication mechanisms. Under 'cheap talk', each seller can announce any subset of qualities. Under 'antifraud', the subset must include the true quality. Both mechanisms improve market efficiency, but very differently. Relying on sellers' frequently exaggerated claims, buyers often overpay under cheap talk. Efficiency gains come at the buyer's expense. The antifraud rule improves efficiency further and eliminates the wealth transfer from buyers to sellers. Article published by Oxford University Press on behalf of the Society for Financial Studies in its journal, The Review of Financial Studies.

Technical Details

RePEc Handle
repec:oup:rfinst:v:12:y:1999:i:3:p:481-518
Journal Field
Finance
Author Count
3
Added to Database
2026-01-25