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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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Literature review of experimental asset markets with insiders
Merl, Robert - 2021
Persistent link: https://www.econbiz.de/10012631994
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Misinformation about dividend payouts influences transaction prices in experimental asset markets
Polak, Mateusz; Polczyk, Romuald - In: E-Finanse : finansowy kwartalnik internetowy 15 (2019) 4, pp. 44-54
Correct information about the expected dividends and their probabilities is also available. METHOD: In two experiments …
Persistent link: https://www.econbiz.de/10012182740
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Insider trading and portfolio structure in experimental asset markets with a long lived asset
Krahnen, Jan Pieter - 1997
Persistent link: https://www.econbiz.de/10000975211
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Fraudulent agents in an artificial financial market
Scalas, Enrico; Cincotti, Silvano; Dose, Christian; … - In: Nonlinear dynamics and heterogeneous interacting agents …, (pp. 317-326). 2005
Persistent link: https://www.econbiz.de/10002775825
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Insider trading and portfolio structure in experimental asset markets with a long-lived asset
Krahnen, Jan Pieter; Rieck, Christian; Theissen, Erik - In: The European journal of finance 5 (1999) 1, pp. 29-50
Persistent link: https://www.econbiz.de/10001439549
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Asymmetric information correlation in financial markets
Jiang, Ying; Liu, Hong; Yang, Qingshan - In: The North American journal of economics and finance : a … 71 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10014492103
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Literature review of experimental asset markets with insiders
Merl, Robert - In: Journal of behavioral and experimental finance 33 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013442204
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Stock price manipulation, market microstructure and asymmetric information
Allen, Franklin; Gorton, Gary - 1991
Persistent link: https://www.econbiz.de/10000824276
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Stock Price Manipulation, Market Microstructure and Asymmetric Information
Allen, Franklin - 1991
In recent years, there has been a large literature on how stock exchange specialists set prices when there are investors who know more about the stock than they do. An important assumption in this literature is that there are *liquidity traders* who are equally likely to buy or sell for...
Persistent link: https://www.econbiz.de/10012475127