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Cross-asset speculation in stock markets

Bernhardt, Dan; Taub, Bart - In: The journal of finance : the journal of the American … 63 (2008) 5, pp. 2385-2427

Persistent link: https://www.econbiz.de/10003822490

Financial speculators' underperformance : learning, self-selection, and endogenous liquidity

Mahani, Reza S.; Bernhardt, Dan - In: The journal of finance : the journal of the American … 62 (2007) 3, pp. 1313-1340

Persistent link: https://www.econbiz.de/10003477356

Speculative dynamics

Bernhardt, Dan; Seiler, P.; Taub, Bart - In: Economic theory : official journal of the Society for … 44 (2010) 1, pp. 1-52

Persistent link: https://www.econbiz.de/10003971431

Robustness of equilibrium in the Kyle model of informed speculation

Boulatov, Alex; Bernhardt, Dan - In: Annals of finance 11 (2015) 3/4, pp. 297-318

Persistent link: https://www.econbiz.de/10011458996

Front-running dynamics

Bernhardt, Dan; Taub, Bart - In: Journal of economic theory 138 (2008) 1, pp. 288-296

Persistent link: https://www.econbiz.de/10003737063

Informed trading when information becomes stale

Bernhardt, Dan; Miao, Jianjun - In: The journal of finance : the journal of the American … 59 (2004) 1, pp. 339-390

Persistent link: https://www.econbiz.de/10001932364

A test of speculative arbitrage : is the cross-section of volatility invariant?

Barardehi, Yashar H.; Bernhardt, Dan; Ruchti, Thomas G. - 2019

Persistent link: https://www.econbiz.de/10012170401

A Test of Speculative Arbitrage : Is the Cross-section of Volatility Invariant?

Barardehi, Yashar H. - 2019

We derive testable implications of Kyle and Obizhaeva's (2016) notion of "bet invariance'' for the cross-section of trade-time volatilities. We jointly develop theoretical foundations of "no speculative arbitrage'' whose implications incorporate those of bet invariance. Our proposed test...

Persistent link: https://www.econbiz.de/10012901721