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Information Sales and Strategic Trading

García, Diego; Sangiorgi, Francesco - In: Review of Financial Studies 24 (2011) 9, pp. 3069-3104

We study information sales in financial markets with strategic risk-averse traders. The optimal selling mechanism is one of the following two: (i) sell to as many agents as possible very imprecise information; (ii) sell to a small number of agents information as precise as possible. As...

Persistent link: https://www.econbiz.de/10010969764