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

Giskard
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Nav89
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    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 ? – mark leeds Jan 21 '20 at 04:27
  • @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 – Nav89 Jan 21 '20 at 07:13
  • 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. – mark leeds Jan 22 '20 at 00:12
  • @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! – Nav89 Jan 22 '20 at 08:12
  • 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. – mark leeds Jan 22 '20 at 12:45
  • Hi: here's a summary of this thesis. I'm sure if you email marcos, he will tell you how to download the full thesis. Unfortunately, I have it in book form but i can't find it on net. https://pdfs.semanticscholar.org/c38a/47245311ad0a816270a7bc174b4800186e4d.pdf – mark leeds Jan 22 '20 at 12:55
  • Well, this is not exaclty what I am looking for...but maybe it can help me in some way! Thank you again! – Nav89 Jan 22 '20 at 14:14
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    Not really a cookbook, but "Asset Pricing under Asymmetric Information" by Brunnermeier might be worth looking into. – Michael Greinecker Aug 17 '21 at 09:09

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