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Is there any cook book, in finance, for models in information asymmetry, so as to make some practice?

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  • $\begingroup$ there are a lot of such models in market microstructure research but I don't know if that's what you're after. also, I don't know of a cookbook about it where you can practice ? $\endgroup$ – mark leeds Jan 21 at 4:27
  • $\begingroup$ @mark leeds could ypu recommend me some model twith potential, in the sense that someone could make his/her own inovvations no matter how difficult is semms to be $\endgroup$ – Nav89 Jan 21 at 7:13
  • $\begingroup$ can you get hands on marcos's book on PIN ? I think he made a book out of his thesis and I have it somewhere. It may be useful as far as exploring innovations ? I'm not upto speed on information asymmetry so I can't recommend a specific model. His thesis discusses atleast one and maybe multiple models. $\endgroup$ – mark leeds Jan 22 at 0:12
  • $\begingroup$ @mark leeds tell me more details about the book or the author because i can not find something by searching ``marcos's book on PIN ". Thank you in advance! $\endgroup$ – Nav89 Jan 22 at 8:12
  • $\begingroup$ I apologize for not being more specific. I forget that marcos is not known by everyone on the planet :). let me look for it and get back to you. $\endgroup$ – mark leeds Jan 22 at 12:45

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