Security Price Informativeness with Delegated Traders

B-Tier
Journal: American Economic Journal: Microeconomics
Year: 2010
Volume: 2
Issue: 4
Pages: 137-70

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

Trade in securities markets is conducted by agents acting for principals, using "mark-to-market" contracts whereby performance is assessed using security market prices. We endogenize contract choices, information production, informed trading, and security price informativeness. But there is a contract externality. Prices are informative only because other principals induce their agents to trade based on privately produced information. The agent-traders then have an incentive to coordinate and shirk. The market price is less informative, reducing the effectiveness of mark-to-market contracts. By using managerial discretion to vary the contract type unpredictably, principals mitigate traders' coordinated manipulation and improve price informativeness. (JEL D82, D86, G12)

Technical Details

RePEc Handle
repec:aea:aejmic:v:2:y:2010:i:4:p:137-70
Journal Field
General
Author Count
3
Added to Database
2026-01-25