Similar Search Results

Price manipulation, dynamic informed trading, and the uniqueness of equilibrium in sequential trading

Takayama, Shino - 2020

Persistent link: https://www.econbiz.de/10012317719

The value of the floor

Weaver, Daniel G.; Zhou, Xing A. - In: Review of quantitative finance and accounting 35 (2010) 3, pp. 221-243

Persistent link: https://www.econbiz.de/10009260277

Informed Trading and Co-Illiquidity

Massa, Massimo; Rzeźnik, Aleksandra; Hvidkjaer, Soeren - 2021

high information asymmetry. This rebalancing causes a substitution in ownership away from the investors who induce …

Persistent link: https://www.econbiz.de/10013232359

Strategic trading, asymmetric information and heterogeneous prior beliefs

Wang, F. Albert - In: Journal of financial markets 1 (1998) 3/4, pp. 321-352

Persistent link: https://www.econbiz.de/10001426547

Insider trading and firm-specific return volatility

Gangopadhyay, Partha; Yook, Ken C.; Shin, Yoon S. - In: Review of quantitative finance and accounting 43 (2014) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10010433502

Trading volume and information revelation in stock markets

Suominen, Matti - In: Journal of financial and quantitative analysis : JFQA 36 (2001) 4, pp. 545-565

Persistent link: https://www.econbiz.de/10001651575

Tick Size, Microstructure Noise, Informed Trading and Volatility Inversion Effects on Price Discovery in Option Markets : Theory and Empirical Evidence

Czerwonko, Michal - 2012

We document both theoretically and empirically a major dependence in both the Information Shares (IS) and Component …. We then introduce accurate inversion methods that result in a major increase in the information shares of option markets … for both IS and CS metrics compared to the dominant Lagged Implied Volatility inversion method. We apply these insights by …

Persistent link: https://www.econbiz.de/10013108950

Asymmetric information, volatility components and the volume-volatility relationship for the CAC40 stocks

Slim, Skander; Dahmene, Meriam - In: Global finance journal 29 (2016), pp. 70-84

Persistent link: https://www.econbiz.de/10011714574

When overconfident traders meet feedback traders

Boco, Herve; Germain, Laurent; Rousseau, Fabrice - In: Finance : revue de l'Association Française de Finance 42 (2021) 3, pp. 7-55

Persistent link: https://www.econbiz.de/10012792321

When overconfident traders meet feedback traders

Boco, Hervé; Germain, Laurent; Rousseau, Fabrice - 2016

Persistent link: https://www.econbiz.de/10011553073