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Price manipulation, dynamic informed trading, and the uniqueness of equilibrium in sequential trading
Takayama, Shino - In: Journal of economic dynamics & control 125 (2021), pp. 1-34
Persistent link: https://www.econbiz.de/10012666959
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Asset markets with insider trading disclosure rule and reselling constraint : an experimental analysis
Halim, Edward; Riyanto, Yohanes Eko - In: Journal of economic dynamics & control 110 (2020), pp. 1-23
Persistent link: https://www.econbiz.de/10012501302
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Learning, information processing and order submission in limit order markets
Chiarella, Carl; He, Xue-zhong; Wei, Lijian - In: Journal of economic dynamics & control 61 (2015), pp. 245-268
Persistent link: https://www.econbiz.de/10011589535
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Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data
Lee, Kyungsub; Seo, Byoung Ki - In: Journal of economic dynamics & control 79 (2017), pp. 154-183
Persistent link: https://www.econbiz.de/10011817616
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Asset holdings, information aggregation in secondary markets and credit cycles
Basso, Henrique S. - In: Journal of economic dynamics & control 138 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013464744
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The role of the leverage effect in the price discovery process of credit markets
Zimmermann, Paul - In: Journal of economic dynamics & control 122 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10012666134
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Comments on "dynamic noisy rational expectations equilibrium with insider information: welfare and regulation," by Jerome Detemple, Marcel Rindisbacher and Scott Robertson
Li, Tao - In: Journal of economic dynamics & control 141 (2022), pp. 1-2
Persistent link: https://www.econbiz.de/10013465374
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The distribution of information and the price efficiency of markets
Corgnet, Brice; DeSantis, Mark; Porter, David P. - In: Journal of economic dynamics & control 110 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012501298
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Fat tails and volatility clustering in experimental asset markets
Kirchler, Michael; Huber, Jürgen - In: Journal of economic dynamics & control 31 (2007) 6, pp. 1844-1874
Persistent link: https://www.econbiz.de/10003487856
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Why is equity order flow so persistent?
Tóth, Bence; Palit, Imon; Lillo, Fabrizio; Farmer, J. Doyne - In: Journal of economic dynamics & control 51 (2015), pp. 218-239
Persistent link: https://www.econbiz.de/10011474393