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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

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

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

Filtration enlargement-based time series forecast in view of insider trading

Bennett, Luke M.; Hu, Wei - In: Journal of economic surveys 37 (2023) 1, pp. 112-140

Persistent link: https://www.econbiz.de/10014287808

Snowballing private information

Sadzik, Tomasz; Woolnough, Chris - In: Journal of economic theory 198 (2021), pp. 1-33

Persistent link: https://www.econbiz.de/10012818831

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