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Regulation and Security Design in Concentrated Markets / Ana Babus, Kinda Cheryl Hachem.

NBER Working papers Available online

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Format:
Book
Author/Creator:
Babus, Ana.
Contributor:
National Bureau of Economic Research.
Hachem, Kinda Cheryl.
Series:
Working Paper Series (National Bureau of Economic Research) no. w28764.
NBER working paper series no. w28764
Language:
English
Physical Description:
1 online resource: illustrations (black and white);
Place of Publication:
Cambridge, Mass. National Bureau of Economic Research 2021.
Summary:
Regulatory debates about centralized trading assume security design is immune to market structure. We consider a regulator who introduces an exchange to increase liquidity, understanding that security design is endogenous. For a given security, investors would like to trade in a larger market and, for a given market structure, they would like to trade a safer security. We show that financial intermediaries design riskier securities after the exchange is introduced, even when the exchange leads to the origination of safer underlying assets. The results reflect a relative dilution of investor market power and motivate coordinated policies to improve investor welfare.
Notes:
Print version record
May 2021.

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