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Reinforcement learning equilibrium in limit order markets
He, Xue-zhong; Lin, Shen - In: Journal of economic dynamics & control 144 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013543147
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The effect of trading volume on analysts' forecast bias
Beyer, Anne; Guttman, Ilan - In: The accounting review : a publication of the American … 86 (2011) 2, pp. 451-481
Persistent link: https://www.econbiz.de/10008989580
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The intraday liquidity management game
Bech, Morten L. (contributor); Garratt, Rod (contributor) - 2002 - [Elektronische Ressource]
have an incentive to postpone payments when daylight liquidity is costly and that this is socially inefficient. The latter …
Persistent link: https://www.econbiz.de/10001685108
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The intraday liquidity management game
Bech, Morten L.; Garratt, Rod - In: Journal of economic theory 109 (2003) 2, pp. 198-219
Persistent link: https://www.econbiz.de/10001765776
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A note on Schredelseker's model : private information and inference about inference
Oda, Sobei Hidenori; Masumoto, Gen - In: Information, interaction and (in)efficiency in …, (pp. 37-61). 2008
Persistent link: https://www.econbiz.de/10003741114
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Risk and concentration in payment and securities settlement systems
Mills, David; Nesmith, Travis D. - In: Journal of monetary economics 55 (2008) 3, pp. 542-553
Persistent link: https://www.econbiz.de/10003764297
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Computation of the ex-post optimal strategy for the trading of a single financial asset
Brandouy, Olivier; Mathieu, Philippe; Veryzhenko, Iryna - In: Artificial economics : the generative method in …, (pp. 171-184). 2009
Persistent link: https://www.econbiz.de/10003889478
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Finanzmarktmanipulationen am Beispiel von Futures bei symmetrischer Information
Haaf, Holger M. - 2007 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003420273
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Gaming dynamic parimutuel markets
Lin, Qianya; Chen, Yiling - In: Internet and network economics : 5th international …, (pp. 623-631). 2009
Persistent link: https://www.econbiz.de/10003928440
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Illiquidity and derivative valuation
Horst, Ulrich; Naujokat, Felix - 2010
In illiquid markets, option traders may have an incentive to increase their portfolio value by using their impact on the dynamics of the underlying. We provide a mathematical framework within which to value derivatives under market impact in a multi-player framework by introducing strategic...
Persistent link: https://www.econbiz.de/10003952859