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Price dynamics and market liquidity : an intraday event study on Euronext
Mazza, Paolo - In: The quarterly review of economics and finance : journal … 56 (2015), pp. 139-153
Persistent link: https://www.econbiz.de/10011574367
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Strategic insider trading equilibrium with a non-fiduciary market maker
Aase, Knut K.; Øksendal, Bernt K. - 2019
Persistent link: https://www.econbiz.de/10012178138
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The information environment, informed trading, and volatility
Blasco de las Heras, Natividad; Corredor, Pilar - In: The journal of behavioral finance : a publication of … 18 (2017) 2, pp. 202-218
Persistent link: https://www.econbiz.de/10012008698
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Insider trading with temporary price impact
Barger, Weston; Donnelly, Ryan - In: International journal of theoretical and applied finance 24 (2021) 2, pp. 1-32
Persistent link: https://www.econbiz.de/10012650316
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Insider competition under two-dimensional uncertainty and informational asymmetry
Bade, Marco - In: Finance research letters 19 (2016), pp. 79-82
Persistent link: https://www.econbiz.de/10011657462
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Pinning down an effective measure for probability of informed trading
Petchey, James; Wee, Marvin; Yang, Wenling - In: Pacific-Basin finance journal 40 (2016), pp. 456-475
Persistent link: https://www.econbiz.de/10011712277
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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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Informed Trading and Maker-Taker Fees in a Low-Latency Limit Order Market
Brolley, Michael - 2020
We model a financial market where privately informed investors trade in a limit order book monitored by professional liquidity providers. Price competition between informed limit order submitters and professional market makers allows us to capture tradeoffs between informed limit and market...
Persistent link: https://www.econbiz.de/10012857157
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Price manipulation, dynamic informed trading, and the uniqueness of equilibrium in sequential trading
Takayama, Shino - 2020
Persistent link: https://www.econbiz.de/10012317719
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Insider trading, stochastic liquidity, and equilibrium prices
Collin-Dufresne, Pierre; Fos, Vyacheslav - In: Econometrica : journal of the Econometric Society, an … 84 (2016) 4, pp. 1441-1475
Persistent link: https://www.econbiz.de/10011611102