ENDOGENOUS NOISE TRADERS
Year of publication: |
2006-12-05
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Authors: | Salomonsson, Marcus |
Institutions: | Economics Institute for Research (SIR), Handelshögskolan i Stockholm |
Subject: | Market microstructure | no-trade theorems | adverse selection |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series SSE/EFI Working Paper Series in Economics and Finance Number 644 14 pages |
Classification: | G14 - Information and Market Efficiency; Event Studies |
Source: |
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Salomonsson, Marcus, (2006)
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How Important Is Informed Trading for the Bid-Ask Spread? Evidence from an Emerging Market
Hanousek, Jan, (2000)
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How Important Is Informed Trading for the Bid-Ask Spread? Evidence from an Emerging Market
Hanousek, Jan, (2001)
- More ...
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Introducing a spread into the Kyle model
Salomonsson, Marcus, (2009)
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Group Selection: The quest for social preferences
Salomonsson, Marcus, (2009)
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Natural selection and social preferences
Weibull, Jörgen, (2005)
- More ...