Trading on Sunspots

S-Tier
Journal: American Economic Review
Year: 2022
Volume: 112
Issue: 12
Pages: 3970-94

Score contribution per author:

4.022 = (α=2.01 / 2 authors) × 4.0x S-tier

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

Abstract

In a model with multiple Pareto-ranked equilibria, we show that the set of equilibria shrinks if we allow trade in assets that pay based on the realization of a sunspot acting as an equilibrium-selection device. When the probability of a low-output outcome is high, the desire to insure against it leads the poor to promise large transfers to the rich in the high-output state. The rich then lose the incentive to exert the effort needed to sustain the high output. Thus the opening of financial markets may destroy the high equilibrium.

Technical Details

RePEc Handle
repec:aea:aecrev:v:112:y:2022:i:12:p:3970-94
Journal Field
General
Author Count
2
Added to Database
2026-01-25