Dynamic Adverse Selection
Dynamic Adverse Selection is a theoretical framework in information economics that models the escalation of informational asymmetry over time, distinguishing itself from static adverse selection by incorporating sequential decision-making and evolving agent types in repeated contractual or market interactions.
175
Publications
10.5K
Citations
285
Authors
194
Institutions
Publications per year
2017–2026
25
Parents
175
Analyst Coverage and Financing Decisions
Xin Chang, Sudipto Dasgupta, Gilles Hilary · The Journal of Finance · 2006 · 547 citations
Business, Accountancy, Finance +17
What's in a Name? Reputation as a Tradeable Asset
Steven Tadelis · American Economic Review · 1999 · 467 citations
Adverse Selection in Durable Goods Markets
Igal Hendel, Alessandro Lizzeri · American Economic Review · 1999 · 269 citations
1–5 of 175
285
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194

National Bureau of Economic Research
Cambridge, United States
7 h-index
10 publications
1K citations
Carnegie Mellon University
Pittsburgh, United States
7 h-index
11 publications
888 citations
New York University
New York, United States
6 h-index
6 publications
618 citations
Stanford University
Stanford, United States
6 h-index
6 publications
1.1K citations
University of Pennsylvania
Philadelphia, United States
5 h-index
6 publications
440 citations
University of California, Berkeley
Berkeley, United States
5 h-index
6 publications
320 citations

Cornell University
Ithaca, United States
5 h-index
9 publications
1.1K citations
University of Southern California
Los Angeles, United States
5 h-index
8 publications
250 citations
1–8 of 194
Repository · 19 publications · 896 citations
14
h-index
JET · 9 publications · 343 citations
9
h-index
8 publications · 461 citations
8
h-index
7 publications · 490 citations
7
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5 publications · 1.2K citations
5
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1–5